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

From MaRDI portal
Publication:2980551

DOI10.1109/TAC.2015.2457791zbMath1359.93533OpenAlexW4245164763MaRDI QIDQ2980551

Tryphon T. Georgiou, Yongxin Chen, Michele Pavon

Publication date: 3 May 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2015.2457791




Related Items (21)

On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint\(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equationFast 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 MetricMixed norm H2/H and entropy covariance control: a convex optimisation approachExtremal flows in Wasserstein spaceA 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 reduxStructure theory for ensemble controllability, observability, and dualityConstraint Ornstein-Uhlenbeck bridgesOn Separating Points for Ensemble ControllabilityA covariance feedback approach to covariance control of nonlinear stochastic systemsSteering the distribution of agents in mean-field games systemConvex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic SystemsConstrained minimum variance control for discrete-time stochastic linear systemsFunnel Control of the Fokker--Planck Equation for a MultiDimensional Ornstein--Uhlenbeck ProcessStochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger BridgeA multiscale analysis of multi-agent coverage control algorithmsStochastic 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 II