12 papers
Beyond Nominal Equilibria: Risk-Averse Multi-Population Mean-Field Games
Bhavini Jeloka, Siddhartha Ganguly, Panagiotis Tsiotras
Recent advances in mean-field games and its multi-population variants enable large-scale heterogeneous multi-agent systems to be modeled through representative agents and their ass…
Constrained minmax density transportation for linear parabolic PDEs: a numerical optimal control perspective
Siddhartha Ganguly, Vaibhav Upadhyay, Kenji Kashima +1
This article introduces a numerical optimal control framework for minmax constrained density control for a class of noisy linear parabolic partial differential equations (PDEs), in…
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…
Unbalanced Optimal Transport and Density Control for Discrete-Time Linear Systems
Haruto Nakashima, Siddhartha Ganguly, Kenji Kashima
This article studies unbalanced optimal transport (UOT) and its dynamical extension, unbalanced density control (UDC), for a class of constrained discrete-time linear systems. UOT…
Globally Solving Unbalanced Optimal Transport and Density Control for Gaussian Distributions
Haruto Nakashima, Siddhartha Ganguly, Kenji Kashima
In this article, we study unbalanced optimal transport (UOT) and establish a control-theoretic dynamical extension, which we call the unbalanced density control (UDC), for a class…
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…
OT-DETECT: Optimal Transport-Driven Attack Detection in Cyber-Physical Systems
Souvik Das, Siddhartha Ganguly
This letter presents an optimal-transport (OT)-driven, distributionally robust attack detection algorithm, OT-DETECT, for cyber-physical systems (CPS) modeled as partially observed…
Robust maximum hands-off optimal control: existence, maximum principle, and - equivalence
Siddhartha Ganguly, Kenji Kashima
This work advances the maximum hands-off sparse control framework by developing a robust counterpart for constrained linear systems with parametric uncertainties. The resulting opt…
Data-Driven Density Steering via the Gromov-Wasserstein Optimal Transport Distance
Haruto Nakashima, Siddhartha Ganguly, Kenji Kashima
We tackle the data-driven chance-constrained density steering problem using the Gromov-Wasserstein metric. The underlying dynamical system is an unknown linear controlled recursion…
Formation Shape Control using the Gromov-Wasserstein Metric
Haruto Nakashima, Siddhartha Ganguly, Kohei Morimoto +1
This article introduces a formation shape control algorithm, in the optimal control framework, for steering an initial population of agents to a desired configuration via employing…