1 citations · 1 across the 4 of their papers we have counts for
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Gradient Flows as Optimal Controlled Evolutions: From Rn to Wasserstein product spaces
Yongxin Chen, Tryphon Georgiou, Michele Pavon
We show that the continuous-time gradient descent in Rn can be viewed as an optimal controlled evolution for a suitable action functional; a similar result holds for stochastic gra…
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…
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…
Multi-marginal Schrodinger bridges
Yongxin Chen, Giovanni Conforti, Tryphon T. Georgiou +1
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distribution…
Ruelle-Bowen continuous-time random walk
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
We define the probability structure of a continuous-time time-homogeneous Markov jump process, on a finite graph, that represents the continuous-time counterpart of the so-called R…