Stochastic optimal control using semidefinite programming for moment dynamics.

Andrew G. Lamperski Khem Raj Ghusinga Abhyudai Singh

Published in: CDC (2016)

Keyphrases

semidefinite programming
linear programming
semidefinite
interior point methods
primal dual
kernel matrix
positive semidefinite
maximum margin
data sets
machine learning
semi supervised learning
convex optimization