Optimal Covariance Steering for Continuous-Time Linear Stochastic Systems With Multiplicative Noise.

Fengjiao Liu Panagiotis Tsiotras

Published in: CoRR (2022)

Keyphrases

stochastic systems
multiplicative noise
optimal control
stochastic models
dynamic programming
markov chain
pairwise
stochastic processes
dynamical systems
image reconstruction
image denoising
noise reduction
additive noise
denoising
least squares
state space
feature space