Peter Coppens, Mathijs Schuurmans, Panagiotis Patrinos. Data-driven distributionally robust LQR with multiplicative noise. In Alexandre M. Bayen, Ali Jadbabaie, George J. Pappas, Pablo A. Parrilo, Benjamin Recht, Claire J. Tomlin, Melanie N. Zeilinger, editors, Proceedings of the 2nd Annual Conference on Learning for Dynamics and Control, L4DC 2020, Online Event, Berkeley, CA, USA, 11-12 June 2020. Volume 120 of Proceedings of Machine Learning Research, pages 521-530, PMLR, 2020. [doi]
Abstract is missing.