Distributional Robustness in Minimax Linear Quadratic Control with Wasserstein Distance
Author:
Affiliation:
1. Laboratory for Information and Decision Systems, Massachusetts Institute of Technology, Cambridge, MA 02139 USA.
Funder
National Research Foundation of Korea
Information and Communications Technology Planning and Evaluation
Samsung
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Reference22 articles.
1. The principle of minimized iterations in the solution of the matrix eigenvalue problem
2. Data-Driven Ambiguity Sets With Probabilistic Guarantees for Dynamic Processes
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