Randomized Algorithms for Data-Driven Stabilization of Stochastic Linear Systems.

Mohamad Kazem Shirani Faradonbeh Ambuj Tewari George Michailidis

Published in: CoRR (2019)

Keyphrases

linear systems
randomized algorithms
data driven
lower bound
sufficient conditions
dynamical systems
approximation algorithms
worst case
coefficient matrix
sparse linear systems
practical problems
randomized algorithm
constant factor
state space
monte carlo
np hard
control system