On Robustness of Double Linear Policy with Time-Varying Weights

Conference paper

On Robustness of Double Linear Policy with Time-Varying Weights

新瑜王

Proceedings of IEEE Conference on Decision and Control (CDC), pp.8515-8520

12/2023

DOI: https://doi.org/10.1109/CDC49753.2023.10383733

Abstract

Stochastic Systems;Financial Engineering;Robustness;Time-Varying Parameter Systems;Positive Systems

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Title: On Robustness of Double Linear Policy with Time-Varying Weights
Creators - without role: 新瑜王 - National Tsing Hua University
Identifiers: 979-8-3503-0124-3; 9957776021906774
Academic Unit: National Tsing Hua University
Language: English
Resource Type: Conference paper
Publication Details: Proceedings of IEEE Conference on Decision and Control (CDC), pp.8515-8520