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20202022
most citedExact SDP Formulation for Discrete-Time Covariance Steering with Wasserstein Terminal Cost

5 citations · 5 across the 5 of their papers we have counts for

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5 papers

math.OC2022

Covariance Steering of Discrete-Time Linear Systems with Mixed Multiplicative and Additive Noise

Isin M. Balci, Efstathios Bakolas

In this paper, we study the covariance steering (CS) problem for discrete-time linear systems subject to multiplicative and additive noise. Specifically, we consider two variants o…

math.OC20225 cited

Exact SDP Formulation for Discrete-Time Covariance Steering with Wasserstein Terminal Cost

Isin M. Balci, Efstathios Bakolas

In this paper, we present new results on the covariance steering problem with Wasserstein distance terminal cost. We show that the state history feedback control policy parametriza…

math.OC2021

Covariance Control of Discrete-Time Gaussian Linear Systems Using Affine Disturbance Feedback Control Policies

Isin M. Balci, Efstathios Bakolas

In this paper, we present a new control policy parametrization for the finite-horizon covariance steering problem for discrete-time Gaussian linear systems (DTGLS) which can reduce…

math.OC2021

On the Convexity of Discrete Time Covariance Steering in Stochastic Linear Systems with Wasserstein Terminal Cost

Isin M. Balci, Abhishek Halder, Efstathios Bakolas

In this work, we analyze the properties of the solution to the covariance steering problem for discrete time Gaussian linear systems with a squared Wasserstein distance terminal co…

math.OC2020

Covariance Steering of Discrete-Time Stochastic Linear Systems Based on Distribution Distance Terminal Costs

Isin M. Balci, Efstathios Bakolas

We consider a class of stochastic optimal control problems for discrete-time stochastic linear systems which seek for control policies that will steer the probability distribution…