Randomized Algorithms for Data-Driven Stabilization of Stochastic Linear Systems

16 May 2019Mohamad Kazem Shirani FaradonbehAmbuj TewariGeorge Michailidis

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the decision-maker about the dynamical parameter... (read more)

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