Discrete-time Optimal Covariance Steering via Semidefinite Programming.

George Rapakoulias Panagiotis Tsiotras

Published in: CoRR (2023)

Keyphrases

semidefinite programming
linear programming
interior point methods
kernel matrix
semidefinite
primal dual
optimal solution
dynamic programming
lower bound
worst case
optimal control
positive semidefinite
training data
maximum margin
kernel methods
linear combination
semi supervised