Covariance Steering of Discrete-Time Stochastic Linear Systems Based on Distribution Distance Terminal Costs.

Isin M. Balci Efstathios Bakolas

Published in: CoRR (2020)

Keyphrases

linear systems
control theory
optimal control problems
dynamical systems
sufficient conditions
markov processes
linear equations
markov chain
sparse linear systems
single server queue
stochastic inventory
covariance matrix
real time
input output
optimal control
interior point methods