3 papers
math.OC2024
Weyl Calculus and Exactly Solvable Schrödinger Bridges with Quadratic State Cost
Alexis M. H. Teter, Wenqing Wang, Abhishek Halder
Schrödinger bridge--a stochastic dynamical generalization of optimal mass transport--exhibits a learning-control duality. Viewed as a stochastic control problem, the Schrödinger br…
math.OC2024
Solution of the Probabilistic Lambert's Problem: Optimal Transport Approach
Alexis M. H. Teter, Iman Nodozi, Abhishek Halder
The deterministic variant of the Lambert's problem was posed by Lambert in the 18th century and its solution for conic trajectory has been derived by many, including Euler, Lambert…
math.OC2023
On the Contraction Coefficient of the Schrödinger Bridge for Stochastic Linear Systems
Alexis M. H. Teter, Yongxin Chen, Abhishek Halder
Schrödinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular me…