Maximum Entropy Density Control of Discrete-Time Linear Systems with Quadratic Cost

This paper addresses the problem of steering the distribution of the state of a discrete-time linear system to a given target distribution while minimizing an entropy-regularized cost functional. This problem is called a maximum entropy density control problem. Specifically, the running cost is give...

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Veröffentlicht in:	IEEE transactions on automatic control 2024-11, p.1-16
Hauptverfasser:	Ito, Kaito, Kashima, Kenji
Format:	Artikel
Sprache:	eng
Schlagworte:	Closed-form solutions Costs Covariance matrices Difference equations Entropy Linear systems Mathematical models Maximum entropy optimal control Process control State feedback stochastic control Uncertainty
Online-Zugang:	Volltext
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