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Performance Bounds and Suboptimal Policies for Linear Stochastic Control via LMIs
dynamic programming stochastic control convex optimization
2015/7/9
In a recent paper, the authors showed how to compute performance bounds for infinite horizon stochastic control problems with linear system dynamics and arbitrary constraints, objective, and noise dis...
Independent Vector Analysis: Identification Conditions and Performance Bounds
Independent Vector Analysis Identification Conditions Performance Bounds
2013/5/2
Recently, an extension of independent component analysis (ICA) from one to multiple datasets, termed independent vector analysis (IVA), has been the subject of significant research interest. IVA has a...