Jay W. McMahon

2 papers indexed

arxivmath.OCcs.ITcs.RO2026-07-18

Relative Entropy-Bounded Ambiguous Chance Constraints for Robust Planning in Nonlinear Systems

We consider defining risk probability in stochastic control problems under distribution ambiguity. Current approaches for chance-constrained control typically assume that the true state distribution is known and Gaussian distributed. These assumptions are not amenable to many rea…

View free PDFSource page

arxivcs.ROcs.ITeess.SYstat.AP2026-07-18

Approximate Relative Entropy Constraints for Nonlinear Covariance Steering Under Distribution Ambiguity

Trevor N. Wolf, Jay W. McMahon

Covariance steering provides an efficient framework for designing linear stochastic feedback policies, but its extension to nonlinear systems relies on a Gaussian surrogate obtained through local linearization. Because this surrogate may differ substantially from the true nonline…

View free PDFSource page