Distributionally Robust Uncertainty Quantification via Data-Driven Stochastic Optimal Control.

Guanru Pan Timm Faulwasser

Published in: IEEE Control. Syst. Lett. (2023)

Keyphrases

data driven
robust optimization
mathematical programming
website
robust estimation
real time
real world
feature extraction
hidden markov models
computationally efficient
uncertain data
parameter tuning
semidefinite programming
stochastic programming