1 citations · 1 across the 4 of their papers we have counts for
8 papers
The most likely evolution of diffusing and vanishing particles: Schrodinger Bridges with unbalanced marginals
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
Stochastic flows of an advective-diffusive nature are ubiquitous in physical sciences. Of particular interest is the problem to reconcile observed marginal distributions with a giv…
Optimal steering to invariant distributions for networks flows
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
We derive novel results on the ergodic theory of irreducible, aperiodic Markov chains. We show how to optimally steer the network flow to a stationary distribution over a finite or…
Stochastic control liaisons: Richard Sinkhorn meets Gaspard Monge on a Schroedinger bridge
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
In 1931/32, Schroedinger studied a hot gas Gedankenexperiment, an instance of large deviations of the empirical distribution and an early example of the so-called maximum entropy i…
Covariance steering in zero-sum linear-quadratic two-player differential games
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
We formulate a new class of two-person zero-sum differential games, in a stochastic setting, where a specification on a target terminal state distribution is imposed on the players…
Probabilistic Kernel Support Vector Machines
Yongxin Chen, Tryphon T. Georgiou, Allen R. Tannenbaum
We propose a probabilistic enhancement of standard kernel Support Vector Machines for binary classification, in order to address the case when, along with given data sets, a descri…
Optimal steering for non-Markovian Gaussian processes
Daniele Alpago, Yongxin Chen, Tryphon Georgiou +1
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 ca…