Online learning as an LQG optimal control problem with random matrices

Giorgio Gnecco, Alberto Bemporad, Marco Gori, Rita Morisi, Marcello Sanguineti. Online learning as an LQG optimal control problem with random matrices. In European Control Conference, ECC 2015, Linz, Austria, July 15-17, 2015. pages 2482-2489, IEEE, 2015. [doi]

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