61 citations · 243 across the 64 of their papers we have counts for
5 papers · 2 filters
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…