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Covariance Steering of Discrete-Time Stochastic Linear Systems Based on Distribution Distance Terminal Costs
[article]
2020
arXiv
pre-print
We consider a class of stochastic optimal control problems for discrete-time stochastic linear systems which seek for control policies that will steer the probability distribution of the terminal state of the system close to a desired Gaussian distribution. In our problem formulation, the closeness between the terminal state distribution and the desired (goal) distribution is measured in terms of the squared Wasserstein distance which is associated with a corresponding terminal cost term. We
arXiv:2009.14252v1
fatcat:2q6qmfwdk5gt3glornplxcfueq