Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal steering for non-Markovian Gaussian processes   At present, the problem to steer a non-Markovian process with minimum energy
between specified end-point marginal distributions remains unsolved. Herein, we
consider the special case for a non-Markovian process y(t) which, however,
assumes a finite-dimensional stochastic realization with a Markov state process
that is fully observable. In this setting, and over a finite time horizon
[0,T], we determine an optimal (least) finite-energy control law that steers
the stochastic system to a final distribution that is compatible with a
specified distribution for the terminal output process y(T); the solution is
given in closed-form. This work provides a key step towards the important
problem to steer a stochastic system based on partial observations of the state
(i.e., an output process) corrupted by noise, which will be the subject of
forthcoming work.

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The categories of this paper are: cond-mat
20
The categories of this paper are: acc-phys
36
The categories of this paper are: cmp-lg
18
The categories of this paper are: econ
28
The categories of this paper are: alg-geom
1
The categories of this paper are: cs
6
The categories of this paper are: astro-ph
17
The categories of this paper are: q-fin
19
The categories of this paper are: eess
22
The categories of this paper are: chao-dyn
13
The categories of this paper are: quant-ph
34
The categories of this paper are: chem-ph
26
The categories of this paper are: bayes-an
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The categories of this paper are: hep-ph
16
The categories of this paper are: stat
14
The categories of this paper are: math-ph