Optimal transport in systems and control
Optimal transport began as the problem of how to efficiently redistribute goods between
production and consumers and evolved into a far-reaching geometric variational framework …
production and consumers and evolved into a far-reaching geometric variational framework …
A survey on convex optimization for guidance and control of vehicular systems
Guidance and control (G&C) technologies play a central role in the development and
operation of vehicular systems. The emergence of computational guidance and control …
operation of vehicular systems. The emergence of computational guidance and control …
Stochastic control liaisons: Richard sinkhorn meets gaspard monge on a schrodinger bridge
In 1931--1932, Erwin Schrödinger studied a hot gas Gedankenexperiment (an instance of
large deviations of the empirical distribution). Schrödinger's problem represents an early …
large deviations of the empirical distribution). Schrödinger's problem represents an early …
On the relation between optimal transport and Schrödinger bridges: A stochastic control viewpoint
We take a new look at the relation between the optimal transport problem and the
Schrödinger bridge problem from a stochastic control perspective. Our aim is to highlight …
Schrödinger bridge problem from a stochastic control perspective. Our aim is to highlight …
Optimal steering of a linear stochastic system to a final probability distribution, Part I
We consider the problem of steering a linear dynamical system with complete state
observation from an initial Gaussian distribution in state-space to a final one with minimum …
observation from an initial Gaussian distribution in state-space to a final one with minimum …
Optimal covariance control for stochastic systems under chance constraints
This letter addresses the optimal covariance control problem for stochastic discrete-time
linear systems subject to chance constraints. To the best of our knowledge, covariance …
linear systems subject to chance constraints. To the best of our knowledge, covariance …
Optimal stochastic vehicle path planning using covariance steering
This letter addresses the problem of vehicle path planning in the presence of obstacles and
uncertainties, a fundamental robotics problem. While several path planning algorithms have …
uncertainties, a fundamental robotics problem. While several path planning algorithms have …
Optimal covariance steering for discrete-time linear stochastic systems
In this paper, we study the optimal control problem for steering the state covariance of a
discrete-time linear stochastic system over a finite time horizon. First, we establish the …
discrete-time linear stochastic system over a finite time horizon. First, we establish the …
Convex approach to covariance control with application to stochastic low-thrust trajectory optimization
This paper outlines a novel approach to the design of optimal space trajectories under
significant uncertainty. Finite-horizon covariance control, ie, the steering of a system from an …
significant uncertainty. Finite-horizon covariance control, ie, the steering of a system from an …
The schrödinger bridge between gaussian measures has a closed form
The static optimal transport $(\mathrm {OT}) $ problem between Gaussians seeks to recover
an optimal map, or more generally a coupling, to morph a Gaussian into another. It has been …
an optimal map, or more generally a coupling, to morph a Gaussian into another. It has been …