DUST: a framework for data-driven density steering
From MaRDI portal
Cites work
- A note on persistency of excitation
- Bridging Direct and Indirect Data-Driven Control Formulations via Regularizations and Relaxations
- Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
- Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints
- Formulas for Data-Driven Control: Stabilization, Optimality, and Robustness
- Low-complexity learning of linear quadratic regulators from noisy data
- Maximum-Likelihood Estimation of Parameters Subject to Restraints
- On a Stochastic Fundamental Lemma and Its Use for Data-Driven Optimal Control
- On the asymptotics of constrained \(M\)-estimation
- On the Certainty-Equivalence Approach to Direct Data-Driven LQR Design
- On the sample complexity of the linear quadratic regulator
- Optimal covariance steering for discrete-time linear stochastic systems
- Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part I
- Robust model predictive control using tubes.
- Robust optimization
- Sparse inverse covariance estimation with the graphical lasso
- Stochastic Model Predictive Control: An Overview and Perspectives for Future Research
This page was built for publication: DUST: a framework for data-driven density steering
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7303149)