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20182020
most citedStochastic Model Predictive Control for Constrained Linear Systems Using Optimal Covariance Steering

13 citations · 20 across the 7 of their papers we have counts for

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math.OC2020

Covariance Steering for Discrete-Time Linear-Quadratic Stochastic Dynamic Games

Venkata Ramana Makkapati, Tanmay Rajpurohit, Kazuhide Okamoto +1

This paper addresses the problem of steering a discrete-time linear dynamical system from an initial Gaussian distribution to a final distribution in a game-theoretic setting. One…

math.OC2020

Chance Constrained Covariance Control for Linear Stochastic Systems With Output Feedback

Jack Ridderhof, Kazuhide Okamoto, Panagiotis Tsiotras

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Ga…