140 citations · 658 across the 113 of their papers we have counts for
9 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…
Metrics for matrix-valued measures via test functions
Lipeng Ning, Tryphon T. Georgiou
It is perhaps not widely recognized that certain common notions of distance between probability measures have an alternative dual interpretation which compares corresponding functi…