Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part I

From MaRDI portal
Publication:2980550

DOI10.1109/TAC.2015.2457784zbMath1359.93532MaRDI QIDQ2980550

Tryphon T. Georgiou, Yongxin Chen, Michele Pavon

Publication date: 3 May 2017

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




Related Items (28)

On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpointError bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spacesFast cooling for a system of stochastic oscillatorsFinite-horizon covariance control for discrete-time stochastic linear systems subject to input constraintsEntropic and Displacement Interpolation: A Computational Approach Using the Hilbert MetricEntropy-regularized 2-Wasserstein distance between Gaussian measuresMixed norm H2/H and entropy covariance control: a convex optimisation approachExtremal flows in Wasserstein spaceThe Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced MarginalsA second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation costVariational Inference for Stochastic Differential EquationsTraversing the Schrödinger bridge strait: Robert Fortet's marvelous proof reduxAsymptotic of the running maximum distribution of a Gaussian BridgeDynamical optimal transport of nonlinear control-affine systemsStructure theory for ensemble controllability, observability, and dualityConstraint Ornstein-Uhlenbeck bridgesDiffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle FilterOptimal perturbations for nonlinear systems using graph-based optimal transportDetection-averse optimal and receding-horizon control for Markov decision processesSteering the distribution of agents in mean-field games systemConvex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic SystemsSweetest taboo processesConstrained minimum variance control for discrete-time stochastic linear systemsData assimilation: The Schrödinger perspectiveStochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger BridgeA multiscale analysis of multi-agent coverage control algorithmsMultimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge ProblemStochastic gradient descent and fast relaxation to thermodynamic equilibrium: A stochastic control approach




This page was built for publication: Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part I