activity
20142025
most citedLow-complexity modeling of partially available second-order statistics: theory and an efficient matrix completion algorithm

36 citations · 122 across the 31 of their papers we have counts for

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Showing 2015Show all

5 papers · 1 filter

math.OC2015★ 7 cited

Entropic and displacement interpolation: a computational approach using the Hilbert metric

Yongxin Chen, Tryphon T. Georgiou, Michele Pavon

Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution…

math.OC2015

Steering state statistics with output feedback

Yongxin Chen, Tryphon T. Georgiou, Michele Pavon

Consider a linear stochastic system whose initial state is a random vector with a specified Gaussian distribution. Such a distribution may represent a collection of particles abidi…

math.OC2015★ 2 cited

Optimal control of the state statistics for a linear stochastic system

Yongxin Chen, Tryphon Georgiou, Michele Pavon

We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state di…

math.OC2015

Optimal mass transport over bridges

Yongxin Chen, Tryphon Georgiou, Michele Pavon

We present an overview of our recent work on implementable solutions to the Schroedinger bridge problem and their potential application to optimal transport and various generalizat…

math.OC2015★ 10 cited

Optimal transport over a linear dynamical system

Yongxin Chen, Tryphon Georgiou, Michele Pavon

We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case…