Attaining the Chebyshev bound for optimal learning: a numerical algorithm

DOI10.1016/J.SYSCONLE.2023.105648MaRDI QIDQ6069669zbMATH OpenFDO

Authors Pradyumna Paruchuri, Debasish Chatterjee

Publication date 14 November 2023

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SYSCONLE.2023.105648

zbMATH Keywords

Chebyshev center problemconvex semi-infinite programsoptimal interpolationoptimal learning

Mathematics Subject Classification ID

Convex programming (90C25) Semi-infinite programming (90C34)

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Cites work

• Data assimilation and sampling in Banach spaces
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Direct theorems in semi-infinite convex programming
• On the mathematical foundations of learning
• Robust statistics. Theory and methods (with R)
• Theory and applications of robust optimization

Cited in

(4)

• On ε-Optimality of the Pursuit Learning Algorithm
• Robust density steering for uncertain LTI control systems
• Exact solutions to a class of constrained optimal control problems via lossless convexification for digital control
• Optimality of affine state feedback policies in robust tracking of Gaussian distributions

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