36 citations · 122 across the 31 of their papers we have counts for
4 papers · 1 filter
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…
Probabilistic Kernel Support Vector Machines
Yongxin Chen, Tryphon T. Georgiou, Allen R. Tannenbaum
We propose a probabilistic enhancement of standard kernel Support Vector Machines for binary classification, in order to address the case when, along with given data sets, a descri…
Optimal steering for non-Markovian Gaussian processes
Daniele Alpago, Yongxin Chen, Tryphon Georgiou +1
At present, the problem to steer a non-Markovian process with minimum energy between specified end-point marginal distributions remains unsolved. Herein, we consider the special ca…
Multi-marginal Schrodinger bridges
Yongxin Chen, Giovanni Conforti, Tryphon T. Georgiou +1
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distribution…