7 papers · 1 filter
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…
Lifted Schrödinger Bridges for Gaussian Mixture Endpoints: Projection Gaps and Path-Space Obstructions
Siddhartha Ganguly, George Rapakoulias, Panagiotis Tsiotras
We study stochastic density control between Gaussian-mixture endpoint distributions under Brownian prior dynamics. Since the direct Schrödinger bridge between Gaussian mixtures is…
Covariance Steering of Discrete-Time Markov Jump Linear Systems with Multiplicative Noise
Fangji Wang, Siddhartha Ganguly, Panagiotis Tsiotras
We study a finite-horizon covariance steering problem for discrete-time Markov jump linear systems (MJLS) with both state- and control-dependent multiplicative noise. The objective…
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…
Safety on the Fly: Constructing Robust Safety Filters via Policy Control Barrier Functions at Runtime
Luzia Knoedler, Oswin So, Ji Yin +5
Control Barrier Functions (CBFs) have proven to be an effective tool for performing safe control synthesis for nonlinear systems. However, guaranteeing safety in the presence of di…
Distribution Steering for Discrete-Time Uncertain Ensemble Systems
Guangyu Wu, Panagiotis Tsiotras, Anders Lindquist
Ensemble systems appear frequently in many engineering applications and, as a result, they have become an important research topic in control theory. These systems are best charact…