Optimal Transport for Averaged Control

We study the problem of designing a robust parameter-independent feedback control input that steers, with minimum energy, the average of a linear system submitted to parameter perturbations where the states are initialized and finalized according to a given initial and final distribution. We formulate this problem as an optimal transport problem, where the transport cost of an initial and final state is the minimum energy of the ensemble of linear systems that have started from the initial state and the average of the ensemble of states at the final time is the final state. The by-product of this formulation is that using tools from optimal transport, we are able to design a robust parameter-independent feedback control with minimum energy for the ensemble of uncertain linear systems. This relies on the existence of a transport map which we characterize as the gradient of a convex function.