4 papers · 1 filter
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…
Schrödinger Bridge with Quadratic State Cost is Exactly Solvable
Alexis M. H. Teter, Wenqing Wang, Abhishek Halder
Schrödinger bridge is a diffusion process that steers a given distribution to another in a prescribed time while minimizing the effort to do so. It can be seen as the stochastic dy…
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…
Solution of the Probabilistic Lambert Problem: Connections with Optimal Mass Transport, Schrödinger Bridge and Reaction-Diffusion PDEs
Alexis M. H. Teter, Iman Nodozi, Abhishek Halder
The Lambert problem originated in orbital mechanics. It concerns with determining the initial velocity for a boundary value problem involving the dynamical constraint due to gravit…