Distributionally Robust Covariance Steering with Optimal Risk Allocation.

Venkatraman Renganathan Joshua Pilipovsky Panagiotis Tsiotras

Published in: ACC (2023)

Keyphrases

optimal allocation
conditional expectation
risk assessment
optimal solution
risk neutral
allocation policy
image sequences
dynamic programming
estimation error
feature selection
face recognition
video sequences
special case
covariance matrix
robust estimation
allocation strategy