Wasserstein Distributionally Robust Adaptive Covariance Steering

We present a methodology for predictable and safe covariance steering control of uncertain nonlinear stochastic processes. The systems under consideration are subject to general uncertainties, which include unbounded random disturbances (aleatoric uncertainties) and incomplete model knowledge (state-dependent epistemic uncertainties). These general uncertainties lead to temporally evolving state distributions that are entirely unknown, can have arbitrary shapes, and may diverge unquantifiably from expected behaviors, leading to unpredictable and unsafe behaviors. Our method relies on an L₁-adaptive control architecture that ensures robust control of uncertain stochastic processes while providing Wasserstein metric certificates in the space of probability measures. We show how these distributional certificates can be incorporated into the high-level covariance control steering to guarantee safe control. Unlike existing distributionally robust planning and control methodologies, our approach avoids difficult-to-verify requirements like the availability of finite samples from the true underlying distribution or an a priori knowledge of time-varying ambiguity sets to which the state distributions are assumed to belong.