4 papers · 1 filter
A Generalized Sinkhorn Algorithm for Mean-Field Schrödinger Bridge
Asmaa Eldesoukey, Yongxin Chen, Abhishek Halder
The mean-field Schrödinger bridge (MFSB) problem concerns designing a minimum-effort controller that guides a diffusion process with nonlocal interaction to reach a given distribu…
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 comput…
Flow Matching for Averaged Systems
Daniel Owusu Adu, Yongxin Chen
We extend flow matching to ensembles of linear systems in both deterministic and stochastic settings. Averaging over system parameters induces memory leading to a non-Markovian int…
Schrodinger Bridge over Averaged Systems
Daniel Owusu Adu, Yongxin Chen
We consider a Schrödinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble fr…