A convex parametrization of risk-adjusted stabilizing controllers.
Constantino M. LagoaPublished in: Autom. (2003)
Keyphrases
- empirical risk
- convex optimization
- risk management
- control system
- risk minimization
- reinforcement learning
- high risk
- control strategy
- neural network
- convex programming
- convex hull
- piecewise linear
- minimum risk
- risk measures
- natural disasters
- globally optimal
- loss function
- risk assessment
- stock market
- nonlinear systems
- semidefinite
- controller design
- optimal solution
- portfolio optimization
- image segmentation
- information systems
- learning algorithm
- data sets
- real time