Near optimal solutions to least-squares problems with stochastic uncertainty

Systems and Control Letters

Volumn 54, Issue 12, 2005, Pages 1219-1232

  Calafiore, Giuseppe ^a   Dabbene, Fabrizio ^a  

^a POLITECNICO DI TORINO   (Italy)

Author keywords

Learning theory; Least squares; Randomized algorithms; Robustness; Stochastic gradient methods; Uncertainty

Indexed keywords

ALGORITHMS; GRADIENT METHODS; LEAST SQUARES APPROXIMATIONS; PROBABILITY; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS); STATISTICAL METHODS; STOCHASTIC CONTROL SYSTEMS;

LEARNING THEORY; LEAST-SQUARES; RANDOMIZED ALGORITHMS; STOCHASTIC GRADIENT METHODS; UNCERTAINTY;

UNCERTAIN SYSTEMS;

EID: 26844432428     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2005.01.006     Document Type: Article

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