Search Results for author: George Rapakoulias

Found 2 papers, 0 papers with code

Discrete-time Optimal Covariance Steering via Semidefinite Programming

no code implementations28 Feb 2023 George Rapakoulias, Panagiotis Tsiotras

Finally, a comparative study is performed in systems of various sizes and steering horizons to illustrate the advantages of the proposed method in terms of computational resources compared to the state of the art.

Optimal Covariance Steering for Discrete-Time Linear Stochastic Systems

no code implementations1 Nov 2022 Fengjiao Liu, George Rapakoulias, Panagiotis Tsiotras

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.

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