Paper Info
Title
Discrete-Time Linear-Quadratic Regulation via Optimal Transport.
Abstract
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a linear-quadratic regulator problem where the initial and terminal states are distributed according to specified probability densities. A closed-form solution for the optimal transport map in the case of linear-time varying systems is derived, along with an algorithm for computing the optimal map. Two numerical examples pertaining to swarm deployment demonstrate the practical applicability of the model, and performance of the numerical method.
Year
DOI
Venue
2021
10.1109/CDC45484.2021.9682825
CDC
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
0
8
Name
Order
Citations
PageRank
Mathias Hudoba de Badyn101.01
Erik Miehling2254.34
Dylan Janak300.34
Behçet Açikmese44115.88
Mehran Mesbahi548961.85
Tamer Basar63497402.11
John Lygeros72742319.22
Roy S. Smith818430.49