36 citations · 122 across the 31 of their papers we have counts for
7 papers · 1 filter
On the relation between optimal transport and Schrödinger bridges: A stochastic control viewpoint
Yongxin Chen, Tryphon Georgiou, Michele Pavon
We take a new look at the relation between the optimal transport problem and the Schrödinger bridge problem from the stochastic control perspective. We show that the connections ar…
Low-complexity modeling of partially available second-order statistics: theory and an efficient matrix completion algorithm
Armin Zare, Yongxin Chen, Mihailo R. Jovanović +1
State statistics of linear systems satisfy certain structural constraints that arise from the underlying dynamics and the directionality of input disturbances. In the present paper…
Fast cooling for a system of stochastic oscillators
Yongxin Chen, Tryphon Georgiou, Michele Pavon
We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired {\em steady…
Optimal steering of a linear stochastic system to a final probability distribution, part II
Yongxin Chen, Tryphon Georgiou, Michele Pavon
We consider the problem of minimum energy steering of a linear stochastic system to a final prescribed distribution over a finite horizon and to maintain a stationary distribution…
Optimal steering of inertial particles diffusing anisotropically with losses
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles…
Optimal steering of a linear stochastic system to a final probability distribution
Yongxin Chen, Tryphon Georgiou, Michele Pavon
We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy contr…
Stochastic bridges of linear systems
Yongxin Chen, Tryphon Georgiou
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval.…