8 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…
Recursively Feasible Stochastic Model Predictive Control for Time-Varying Linear Systems Subject to Unbounded Disturbances
Jacob W. Knaup, Panagiotis Tsiotras
Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the…
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…