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math.OC2026
Continuous-Time Covariance Steering with Common Free-Final Time: Finite-Horizon Solutions and Infinite-Horizon Limits
Akan Selim, Fengjiao Liu, Siddhartha Ganguly +1
This article studies the optimal common free-final time problem for steering the state covariance of a continuous-time stochastic linear system between prescribed initial and termi…
math.OC2026
Nonlinear Stochastic Optimal Control and Optimal Stopping using the Fokker-Planck Transformation
Akan Selim, Siddhartha Ganguly, Ali Pakniyat +1
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representati…