6 papers
Learning Concave Bid Shading Strategies in Online Auctions via Measure-valued Proximal Optimization
Iman Nodozi, Djordje Gligorijevic, Abhishek Halder
This work proposes a bid shading strategy for first-price auctions as a measure-valued optimization problem. We consider a standard parametric form for bid shading and formulate th…
Control-affine Schrödinger Bridge and Generalized Bohm Potential
Alexis M. H. Teter, Abhishek Halder, Michael D. Schneider +4
The control-affine Schrödinger bridge concerns with a stochastic optimal control problem. Its solution is a controlled evolution of joint state probability density subject to a con…
Set Invariance with Probability One for Controlled Diffusion: Score-based Approach
Wenqing Wang, Alexis M. H. Teter, Murat Arcak +1
Given a controlled diffusion and a connected, bounded, Lipschitz set, when is it possible to guarantee controlled set invariance with probability one? In this work, we answer this…
Markov Kernels, Distances and Optimal Control: A Parable of Linear Quadratic Non-Gaussian Distribution Steering
Alexis M. H. Teter, Wenqing Wang, Sachin Shivakumar +1
For a controllable linear time-varying (LTV) pair and positive semidefinite, we derive the Markov kernel for the Itô diff…
The Ground Cost for Optimal Transport of Angular Velocity
Karthik Elamvazhuthi, Abhishek Halder
We revisit the optimal transport problem over angular velocity dynamics given by the controlled Euler equation. The solution of this problem enables stochastic guidance of spin sta…
On the Hopf-Cole Transform for Control-affine Schrödinger Bridge
Alexis Teter, Abhishek Halder
The purpose of this note is to clarify the importance of the relation in solving control-affine Schrödinger bridge problems v…