Optimal Covariance Steering for Continuous-Time Linear Stochastic Systems With Martingale Additive Noise

Fengjiao Liu, Panagiotis Tsiotras. Optimal Covariance Steering for Continuous-Time Linear Stochastic Systems With Martingale Additive Noise. IEEE Trans. Automat. Contr., 69(4):2591-2597, April 2024. [doi]

Abstract

Abstract is missing.