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math.OC2026
Relative Entropy-Bounded Ambiguous Chance Constraints for Robust Planning in Nonlinear Systems
Trevor N. Wolf, Jay W. McMahon
We consider defining risk probability in stochastic control problems under distribution ambiguity. Current approaches for chance-constrained control typically assume that the true…
cs.RO2026
Approximate Relative Entropy Constraints for Nonlinear Covariance Steering Under Distribution Ambiguity
Trevor N. Wolf, Jay W. McMahon
Covariance steering provides an efficient framework for designing linear stochastic feedback policies, but its extension to nonlinear systems relies on a Gaussian surrogate obtaine…