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 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 …

In this paper, we study the finite-horizon optimal covariance steering problem for a
continuous-time linear stochastic system subject to both additive and multiplicative noise …

In this article, we study the problem of how to optimally steer the state covariance of a
general continuous-time linear stochastic system over a finite time interval subject to additive …

In this paper, we study the finite-horizon optimal density steering problem for discrete-time
stochastic linear dynamical systems for the case when the state distribution can be …

This paper addresses the limitations of standard uncertainty models, eg, robust (norm-
bounded) and stochastic (one fixed distribution, eg, Gaussian), and proposes to model …

This paper studies the problem of steering the distribution of a linear time-invariant system
from an initial normal distribution to a terminal normal distribution under no knowledge of the …

This paper studies the problem of steering the distribution of a discrete-time dynamical
system from an initial distribution to a target distribution in finite time. The formulation is fully …

The theory of covariance control and covariance steering (CS) deals with controlling the
dispersion of trajectories of a dynamical system, under the implicit assumption that accurate …

This paper considers the problem of steering an arbitrary initial probability density function to
an arbitrary terminal one, where the system dynamics is governed by a first-order linear …