Toward a Scalable Upper Bound for a CVaR-LQ Problem.
Margaret P. ChapmanLaurent LessardPublished in: CoRR (2021)
Keyphrases
- upper bound
- lower bound
- upper and lower bounds
- worst case
- nonparametric estimation
- lower and upper bounds
- error probability
- branch and bound algorithm
- web scale
- optimal control
- branch and bound
- generalization error
- highly scalable
- data sets
- lightweight
- database systems
- website
- sample complexity
- robust optimization
- empirically derived
- database
- multimedia
- knowledge base
- genetic algorithm
- risk measures
- real time