Explicit Expressions and Bounds of Performance and Systemic Risk Measures in Symmetric Linear Systems Driven by Heavy-Tailed Noise.
Christoforos SomarakisYaser GhaedsharafNader MoteePublished in: CDC (2018)
Keyphrases
- linear systems
- risk measures
- heavy tailed
- explicit expressions
- steady state
- sufficient conditions
- dynamical systems
- generalized gaussian
- sparse linear systems
- risk averse
- missing data
- noise level
- noise reduction
- noisy data
- pid controller
- machine learning
- markov chain
- portfolio optimization
- control system
- support vector