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math.OC2021
Discrete-Time Linear-Quadratic Regulation via Optimal Transport
Mathias Hudoba de Badyn, Erik Miehling, Dylan Janak +5
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stocha…
math.OC2019
Maximal Invariant Set Computation and Design for Markov Chains
Dylan Janak, Behçet Açıkmeşe
We describe an algorithm for computing the maximal invariant set for a Markov chain with linear safety constraints on the distribution over states. We then propose a Markov chain s…