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]

Authors

Peter Coppens

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Panagiotis Patrinos

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