Randomized Algorithms for Data-Driven Stabilization of Stochastic Linear Systems.
Mohamad Kazem Shirani FaradonbehAmbuj TewariGeorge MichailidisPublished in: DSW (2019)
Keyphrases
- linear systems
- randomized algorithms
- data driven
- sufficient conditions
- dynamical systems
- lower bound
- approximation algorithms
- sparse linear systems
- coefficient matrix
- worst case
- practical problems
- randomized algorithm
- monte carlo
- learning algorithm
- interior point methods
- parallel algorithm
- pid controller
- upper bound