Discrete-Time Optimal Covariance Steering via Semidefinite Programming.

George Rapakoulias Panagiotis Tsiotras

Published in: CDC (2023)

Keyphrases

semidefinite programming
linear programming
interior point methods
semidefinite
dynamic programming
kernel matrix
data sets
primal dual
machine learning
worst case
model selection
positive semidefinite
graphical models
total variation
approximation algorithms
maximum margin