Exact SDP Formulation for Discrete-Time Covariance Steering with Wasserstein Terminal Cost.

Isin M. Balci Efstathios Bakolas

Published in: CoRR (2022)

Keyphrases

semidefinite programming
semidefinite program
stochastic dynamic programming
markov chain
linear programming
cost sensitive
convex relaxation
active learning
covariance matrix
pointwise
expected cost
kernel learning
semidefinite