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math.OC2026
Concentration of Stochastic System Trajectories with Time-varying Contraction Conditions
Zishun Liu, Liqian Ma, Hongzhe Yu +1
We establish two concentration inequalities for nonlinear stochastic system under time-varying contraction conditions. The key to our approach is an energy function termed Averaged…
math.OC2024
Optimal Covariance Steering of Linear Stochastic Systems with Hybrid Transitions
Hongzhe Yu, Diana Frias Franco, Aaron M. Johnson +1
This work addresses the problem of optimally steering the state covariance of a linear stochastic system from an initial to a target, subject to hybrid transitions. The nonlinear a…