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math-ph2021
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…
eess.SY2021★ 1 cited
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…