Optimal Steering of a Linear Stochastic System to a Final Probability Distribution-Part III - Chen, Yongxin; Georgiou, Tryphon T.; Pavon, Michele (IEEE transactions on automatic control, 2018)
Keywords: Boundary conditions; Bridges; Brownian motion; Linear stochastic system; Optimal control; Probability distribution; Riccati equations; Schrödinger bridge; State feedback; Steering; stochastic control; Stochastic processes