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 …

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 …

This text deals with the most fundamental deficiency of modern theory control: the lack of an
easily applicable method for the design of low order controllers. It shows that solutions to …

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 …

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 …

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 …

This book is a result of many years of author's research and teaching on random vibration
and control. It was used as lecture notes for a graduate course. It provides a systematic …

This work deals with a finite-horizon covariance control problem for discrete-time, stochastic
linear systems with complete state information subject to input constraints. First, we present …

This work deals with an optimal covariance control problem for stochastic discrete-time
linear systems subject to mean sum constraints involving quadratic functions of the state and …

This paper addresses the optimal covariance steering problem for stochastic discrete-time
linear systems subject to probabilistic state and control constraints. A method is presented to …