On a Stochastic Fundamental Lemma and Its Use for Data-Driven Optimal Control

DOI10.1109/tac.2022.3232442arXiv2111.13636OpenAlexW4313139416WikidataQ124814498 ScholiaQ124814498MaRDI QIDQ6184418

Guanru Pan, Unnamed Author, Timm Faulwasser

Publication date: 25 January 2024

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.13636

zbMATH Keywords

optimal controlmodel predictive controlstochastic systemsuncertainty quantificationpolynomial chaosfundamental lemmadata-driven controllearning systems

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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