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In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…

We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…

Systems and Control · Computer Science 2014-08-12 Yongxin Chen , Tryphon Georgiou , Michele Pavon

This paper considers the fixed-time control problem of a multi-agent system composed of a class of Euler-Lagrange dynamics with parametric uncertainty and a dynamic leader under a directed communication network. A distributed fixed-time…

Optimization and Control · Mathematics 2022-02-17 Yi Dong , Zhiyong Chen

Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, i.e. in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the…

Dynamical Systems · Mathematics 2019-09-06 S. Richard Taylor

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

In this paper, we study a distributed optimization problem for a class of high-order multi-agent systems with unknown dynamics. In comparison with existing results for integrators or linear agents, we need to overcome the difficulties…

Optimization and Control · Mathematics 2019-02-05 Yutao Tang

The minimum-time control problem consists in finding a control policy that will drive a given dynamic system from a given initial state to a given target state (or a set of states) as quickly as possible. This is a well-known challenging…

Systems and Control · Computer Science 2015-03-19 Laurent Bako , Dulin Chen , Stéphane Lecoeuche

We consider control and inference problems where control protocols and internal dynamics are informed by two types of constraints. Our data consist of i) statistics on the ensemble and ii) trajectories or final disposition of selected…

Optimization and Control · Mathematics 2025-09-05 Asmaa Eldesoukey , Mahmoud Abdelgalil , Tryphon T. Georgiou

This paper addresses the problem of steering a state distribution over a finite horizon in discrete time with output feedback. The incorporation of output feedback introduces additional challenges arising from the statistical coupling…

Optimization and Control · Mathematics 2026-04-01 Daniel C. Qi , Kenshiro Oguri

We address the problem of finite-horizon control of a discrete-time linear system, where the initial state distribution follows a Gaussian mixture model, the terminal state must follow a specified Gaussian distribution, and the state and…

Optimization and Control · Mathematics 2024-09-10 Naoya Kumagai , Kenshiro Oguri

The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of moments. This paper studies the discrete moment problems with…

Optimization and Control · Mathematics 2017-08-08 Xi Chen , Simai He , Bo Jiang , Christopher Thomas Ryan , Teng Zhang

We consider the covariance steering problem for nonlinear control-affine systems. Our objective is to find an optimal control strategy to steer the state of a system from an initial distribution to a target one whose mean and covariance are…

Optimization and Control · Mathematics 2023-03-27 Hongzhe Yu , Zhenyang Chen , Yongxin Chen

Optimal control of bilinear systems has been a well-studied subject in the area of mathematical control. However, techniques for solving emerging optimal control problems involving an ensemble of structurally identical bilinear systems are…

Optimization and Control · Mathematics 2016-01-14 Shuo Wang , Jr-Shin Li

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 existence and uniqueness of the optimal control law for a…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

Many problems in navigation and tracking require increasingly accurate characterizations of the evolution of uncertainty in nonlinear systems. Nonlinear uncertainty propagation approaches based on Gaussian mixture density approximations…

Machine Learning · Statistics 2025-12-30 Jackson Kulik , Keith A. LeGrand

With the increasing penetration of Inverter-Based Resources (IBRs) and their impact on power system stability and operation, the concept of stability-constrained optimization has drawn significant attention from researchers. In order to…

Systems and Control · Electrical Eng. & Systems 2024-04-23 Zhongda Chu , Fei Teng

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 for efficiently attaining the exact solution of the…

Systems and Control · Electrical Eng. & Systems 2023-10-06 George Rapakoulias , Panagiotis Tsiotras

In this paper, a distributed output regulation problem is formulated for a class of uncertain nonlinear multi-agent systems subject to local disturbances. The formulation is given to study a leader-following problem when the leader contains…

Optimization and Control · Mathematics 2015-10-27 Yutao Tang , Yiguang Hong , Xinghu Wang

An emerging and challenging area in mathematical control theory called Ensemble Control encompasses a class of problems that involves the guidance of an uncountably infinite collection of structurally identical dynamical systems, which are…

Optimization and Control · Mathematics 2012-05-29 Anatoly Zlotnik , Jr-Shin Li

We present a methodology for predictable and safe covariance steering control of uncertain nonlinear stochastic processes. The systems under consideration are subject to general uncertainties, which include unbounded random disturbances…

Systems and Control · Electrical Eng. & Systems 2025-09-08 Aditya Gahlawat , Vivek Khatana , Duo Wang , Sambhu H. Karumanchi , Naira Hovakimyan , Petros Voulgaris