Sample Complexity of Data-Driven Stochastic LQR with Multiplicative Uncertainty

Peter Coppens, Panagiotis Patrinos. Sample Complexity of Data-Driven Stochastic LQR with Multiplicative Uncertainty. In 59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020. pages 6210-6215, IEEE, 2020. [doi]

Abstract

Abstract is missing.