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- W2492875965 abstract "In this paper, we consider a controlled-diffusion process pertaining to a chain of distributed systems with random perturbations that satisfies a weak Hormander type condition. In particular, we consider a stochastic control problem with the following objectives. The first one being of a reachability-type that consists of determining a set of attainable distributions at a given time starting from an initial distribution; while the second one involves minimizing the relative entropy subject to the initial and desired final attainable distributions. Using the stochastic control arguments from Fleming, we provide a sufficient condition on the existence of an optimal admissible control for such a stochastic control problem which is amounted to changing the drift by a certain perturbation suggested by Jamison in the context of reciprocal processes. Moreover, such a perturbation coincides with a minimum energy control among all admissible controls forcing the controlled-diffusion process to the desired final attainable distribution starting from the initial distribution. Finally, we briefly remark on the invariance property of the path-space measure for such a diffusion process pertaining to the chain of distributed systems." @default.
- W2492875965 created "2016-08-23" @default.
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- W2492875965 date "2016-07-01" @default.
- W2492875965 modified "2023-09-24" @default.
- W2492875965 title "Remarks on the attainable distributions of controlled-diffusion processes of distributed systems" @default.
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- W2492875965 doi "https://doi.org/10.1109/acc.2016.7526705" @default.
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