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Exact SDP Formulation for Discrete-Time Covariance Steering with Wasserstein Terminal Cost
[article]
2022
arXiv
pre-print
In this paper, we present new results on the covariance steering problem with Wasserstein distance terminal cost. We show that the state history feedback control policy parametrization, which has been used before to solve this class of problems, requires an unnecessarily large number of variables and can be replaced by a randomized state feedback policy which leads to more tractable problem formulations without any performance loss. In particular, we show that under the latter policy, the
arXiv:2205.10740v1
fatcat:whk46hhtnfg47ezdkqg5oshxfe