36 citations · 122 across the 31 of their papers we have counts for
8 papers · 1 filter
Optimal steering to invariant distributions for networks flows
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
We derive novel results on the ergodic theory of irreducible, aperiodic Markov chains. We show how to optimally steer the network flow to a stationary distribution over a finite or…
Covariance steering in zero-sum linear-quadratic two-player differential games
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
We formulate a new class of two-person zero-sum differential games, in a stochastic setting, where a specification on a target terminal state distribution is imposed on the players…
Steering the distribution of agents in mean-field and cooperative games
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
The purpose of this work is to pose and solve the problem to guide a collection of weakly interacting dynamical systems (agents, particles, etc.) to a specified terminal distributi…
Robust transport over networks
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon +1
We consider transport over a strongly connected, directed graph. The scheduling amounts to selecting transition probabilities for a discrete-time Markov evolution which is designed…
On the relation between optimal transport and Schrödinger bridges: A stochastic control viewpoint
Yongxin Chen, Tryphon Georgiou, Michele Pavon
We take a new look at the relation between the optimal transport problem and the Schrödinger bridge problem from the stochastic control perspective. We show that the connections ar…
Optimal steering of a linear stochastic system to a final probability distribution, part II
Yongxin Chen, Tryphon Georgiou, Michele Pavon
We consider the problem of minimum energy steering of a linear stochastic system to a final prescribed distribution over a finite horizon and to maintain a stationary distribution…
Optimal steering of a linear stochastic system to a final probability distribution
Yongxin Chen, Tryphon Georgiou, Michele Pavon
We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy contr…
Stochastic bridges of linear systems
Yongxin Chen, Tryphon Georgiou
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval.…