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Published in 2020 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2019.2948268
Abstract: Several problems in modeling and control of stochastically driven dynamical systems can be cast as regularized semidefinite programs. We examine two such representative problems and show that they can be formulated in a similar manner.…
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Keywords:
modeling;
large scale;
proximal algorithms;
statistical modeling ... See more keywords