Parameter estimation with expected and residual-at-risk criteria

Giuseppe Carlo Calafiore, Ufuk Topcu, Laurent El Ghaoui. Parameter estimation with expected and residual-at-risk criteria. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008, December 9-11, 2008, CancĂșn, MĂ©xico. pages 666-671, IEEE, 2008. [doi]

Abstract

Abstract is missing.