Author

Jay W. McMahon

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Jul 2026

Approximate Relative Entropy Constraints for Nonlinear Covariance Steering Under Distribution Ambiguity

This work develops a distributionally robust covariance-steering framework based on the relative entropy, also known as the Kullback-Leibler divergence (KLD), to account for ambiguity in the propagated probability density function.

Trevor N. Wolf, Jay W. McMahon · arXiv.org · 0 citations