Near optimal solutions to least-squares problems with stochastic uncertainty

zbMATH Open1181.93094MaRDI QIDQ5201299FDOQ5201299

Authors: Fabrizio Dabbene, Giuseppe Calafiore 

Publication date: 18 April 2006

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Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Empirical decision procedures; empirical Bayes procedures (62C12) Least squares and related methods for stochastic control systems (93E24)

Cited In (9)

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• Least squares approximation to the distribution of project completion times with Gaussian uncertainty
• Stochastic gradient methods for \(L^2\)-Wasserstein least squares problem of Gaussian measures
• Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables
• Stochastic least-squares Petrov-Galerkin method for parameterized linear systems
• Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification
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• A least squares approach for efficient and reliable short-term versus long-term optimization
• Near optimal solutions to least-squares problems with stochastic uncertainty

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