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Free Final Time Adaptive Mesh Covariance Steering via Sequential Convex Programming
Joshua Pilipovsky
In this paper we develop a sequential convex programming (SCP) framework for free-final-time covariance steering of nonlinear stochastic differential equations (SDEs) subject to bo…
Distributionally Robust Covariance Steering with Optimal Risk Allocation
Venkatraman Renganathan, Joshua Pilipovsky, Panagiotis Tsiotras
This article extends the optimal covariance steering (CS) problem for discrete time linear stochastic systems modeled using moment-based ambiguity sets. To hedge against the uncert…
Distribution Steering for Discrete-Time Linear Systems with General Disturbances using Characteristic Functions
Vignesh Sivaramakrishnan, Joshua Pilipovsky, Meeko M. K. Oishi +1
We propose to solve a constrained distribution steering problem, i.e., steering a stochastic linear system from an initial distribution to some final, desired distribution subject…
Covariance Steering with Optimal Risk Allocation
Joshua Pilipovsky, Panagiotis Tsiotras
This paper extends the optimal covariance steering problem for linear stochastic systems subject to chance constraints to account for optimal risk allocation. Previous works have a…