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arXiv · 2610.40888

Addendum to "Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part II"

Yongxin Chen·Tryphon T. Georgiou·Michele Pavon
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Abstract

We hereby fill in a gap in an induction argument used in the proof of a theorem on state-covariance controllability of linear stochastic systems in an earlier paper by the authors. The mathematical statement is true. The missing point in the proof concerns the assertion that, in the canonical single-input case, the control can be assigned arbitrary endpoint values. We amend the argument by proving a slightly stronger induction statement that permits arbitrary finite endpoint jets of the control. An independent approach to homogeneous state-covariance controllability was provided in a paper by Abdelgalil and Georgiou (2025) as a corollary of strong controllability results on $\GLp(n,\mathbb R)$, and shown herein that it extends to the case of additive noise as well.

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Yongxin Chen, Tryphon T. Georgiou, Michele Pavon. 2026-10-29. Addendum to "Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part II". https://arxiv.org/abs/2610.40888

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