{"paper":{"title":"Optimal steering of a linear stochastic system to a final probability distribution, part II","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math-ph","math.MP"],"primary_cat":"cs.SY","authors_text":"Michele Pavon, Tryphon Georgiou, Yongxin Chen","submitted_at":"2014-10-13T19:24:06Z","abstract_excerpt":"We consider the problem of minimum energy steering of a linear stochastic system to a final prescribed distribution over a finite horizon and to maintain a stationary distribution over an infinite horizon. We present sufficient conditions for optimality in terms of a system of dynamically coupled Riccati equations in the finite horizon case and algebraic in the stationary case. We then address the question of feasibility for both problems. For the finite-horizon case, provided the system is controllable, we prove that without any restriction on the directionality of the stochastic disturbance "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1410.3447","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}