4 papers · 1 filter
On the Equivalence of Stochastic Control and Path Space Formulations for Schrödinger Bridges over Compact Connected Lie Groups
Hamza Mahmood, Georgiy A. Bondar, Abhishek Halder +1
We establish the equivalence between the stochastic optimal control and path space formulations of the Schrödinger bridge problem (SBP) for the kinematic equation on a compact conn…
Nonlinear Non-Gaussian Density Steering with Input and Noise Channel Mismatch: Sinkhorn with Memory for Solving the Control-affine Schrödinger Bridge Problem
Georgiy A. Bondar, Asmaa Eldesoukey, Yongxin Chen +1
Solutions to the Schrödinger bridge problem and its generalizations yield feedback control policies for optimal density steering over a controlled diffusion. To numerically compute…
Sum-of-Squares Programming for Ma-Trudinger-Wang Regularity of Optimal Transport Maps
Sachin Shivakumar, Georgiy A. Bondar, Gabriel Khan +1
For a given ground cost, approximating the Monge optimal transport map that pushes forward a given probability measure onto another has become a staple in several modern machine le…
Stochastic Learning of Computational Resource Usage as Graph Structured Multimarginal Schrödinger Bridge
Georgiy A. Bondar, Robert Gifford, Linh Thi Xuan Phan +1
We propose to learn the time-varying stochastic computational resource usage of software as a graph structured Schrödinger bridge problem. In general, learning the computational re…