2 papers
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…
math.OC2019
Nonlinear Uncertainty Control with Iterative Covariance Steering
Jack Ridderhof, Kazuhide Okamoto, Panagiotis Tsiotras
This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and c…