Perturbation Analysis of Singular Semidefinite Programs and Its Applications to Control Problems.
Yoshiyuki SekiguchiHayato WakiPublished in: J. Optim. Theory Appl. (2021)
Keyphrases
- control problems
- semidefinite
- stochastic control
- optimal control
- semidefinite programming
- reinforcement learning
- queueing systems
- adaptive control
- sufficient conditions
- higher dimensional
- convex relaxation
- interior point methods
- linear programming
- dynamic programming
- convex optimization
- finite dimensional
- feature selection