61 citations · 243 across the 64 of their papers we have counts for
16 papers · 1 filter
Computationally Efficient Covariance Steering for Systems Subject to Parametric Disturbances and Chance Constraints
Jacob Knaup, Panagiotis Tsiotras
This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as…
Distributionally Robust Covariance Steering with Optimal Risk Allocation
Venkatraman Renganathan, Joshua Pilipovsky, Panagiotis Tsiotras
This article extends the optimal covariance steering (CS) problem for discrete time linear stochastic systems modeled using moment-based ambiguity sets. To hedge against the uncert…
Solving Feynman-Kac Forward Backward SDEs Using McKean-Markov Branched Sampling
Kelsey P. Hawkins, Ali Pakniyat, Evangelos Theodorou +1
We propose a new method for the numerical solution of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value functi…
Distribution Steering for Discrete-Time Linear Systems with General Disturbances using Characteristic Functions
Vignesh Sivaramakrishnan, Joshua Pilipovsky, Meeko M. K. Oishi +1
We propose to solve a constrained distribution steering problem, i.e., steering a stochastic linear system from an initial distribution to some final, desired distribution subject…
Covariance Steering with Optimal Risk Allocation
Joshua Pilipovsky, Panagiotis Tsiotras
This paper extends the optimal covariance steering problem for linear stochastic systems subject to chance constraints to account for optimal risk allocation. Previous works have a…
Apollonius Allocation Algorithm for Heterogeneous Pursuers to Capture Multiple Evaders
Venkata Ramana Makkapati, Panagiotis Tsiotras
In this paper, we address pursuit-evasion problems involving multiple pursuers and multiple evaders. The pursuer and the evader teams are assumed to be heterogeneous, in the sense…
Forward-Backward Rapidly-Exploring Random Trees for Stochastic Optimal Control
Kelsey P. Hawkins, Ali Pakniyat, Evangelos Theodorou +1
We propose a numerical method for the computation of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value functio…
Covariance Steering for Discrete-Time Linear-Quadratic Stochastic Dynamic Games
Venkata Ramana Makkapati, Tanmay Rajpurohit, Kazuhide Okamoto +1
This paper addresses the problem of steering a discrete-time linear dynamical system from an initial Gaussian distribution to a final distribution in a game-theoretic setting. One…
Chance Constrained Covariance Control for Linear Stochastic Systems With Output Feedback
Jack Ridderhof, Kazuhide Okamoto, Panagiotis Tsiotras
We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Ga…
C-DOC: Co-State Desensitized Optimal Control
Venkata Ramana Makkapati, Dipankar Maity, Mehregan Dor +1
In this paper, co-states are used to develop a framework that desensitizes the optimal cost. A general formulation for an optimal control problem with fixed final time is considere…
Stochastic Model Predictive Control for Constrained Linear Systems Using Optimal Covariance Steering
Kazuhide Okamoto, Panagiotis Tsiotras
This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed…
Input Hard Constrained Optimal Covariance Steering
Kazuhide Okamoto, Panagiotis Tsiotras
We address the optimal covariance steering (OCS) problem for stochastic discrete linear systems with additive Gaussian noise under state chance constraints and input hard constrain…
Nonlinear Uncertainty Control with Iterative Covariance Steering
Jack Ridderhof, Kazuhide Okamoto, Panagiotis Tsiotras
This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and c…
Optimal Stochastic Vehicle Path Planning Using Covariance Steering
Kazuhide Okamoto, Panagiotis Tsiotras
This work addresses the problem of vehicle path planning in the presence of obstacles and uncertainties, which is a fundamental problem in robotics. While many path planning algori…
Optimal Covariance Control for Stochastic Systems Under Chance Constraints
Kazuhide Okamoto, Maxim Goldshtein, Panagiotis Tsiotras
This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochast…
Finite-Horizon Covariance Control of Linear Time-Varying Systems
Maxim Goldshtein, Panagiotis Tsiotras
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state…