2 papers
math.OC2020
Nonlinear Covariance Steering using Variational Gaussian Process Predictive Models
Alexandros Tsolovikos, Efstathios Bakolas
In this work, we consider the problem of steering the first two moments of the uncertain state of an unknown discrete-time stochastic nonlinear system to a given terminal distribut…
math.OC2020
Greedy Finite-Horizon Covariance Steering for Discrete-Time Stochastic Nonlinear Systems Based on the Unscented Transform
Efstathios Bakolas, Alexandros Tsolovikos
In this work, we consider the problem of steering the first two moments of the uncertain state of a discrete time nonlinear stochastic system to prescribed goal quantities at a giv…