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Lyapunov Exponent of Rank-One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution.

Jason M. AltschulerPablo A. Parrilo
Published in: SIAM J. Control. Optim. (2020)
Keyphrases
  • random variables
  • dynamic programming
  • search engine
  • probability distribution
  • singular value decomposition
  • optimal design
  • optimal solution
  • worst case
  • markov chain
  • original data