24 citations · 71 across the 21 of their papers we have counts for
8 papers · 1 filter
On the Contraction Coefficient of the Schrödinger Bridge for Stochastic Linear Systems
Alexis M. H. Teter, Yongxin Chen, Abhishek Halder
Schrödinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular me…
Mean field type control with species dependent dynamics via structured tensor optimization
Axel Ringh, Isabel Haasler, Yongxin Chen +1
In this work we consider mean field type control problems with multiple species that have different dynamics. We formulate the discretized problem using a new type of entropy-regul…
Density control of interacting agent systems
Yongxin Chen
We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have id…
Multi-marginal optimal transport and probabilistic graphical models
Isabel Haasler, Rahul Singh, Qinsheng Zhang +2
We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for…
Regularized transport between singular covariance matrices
Valentina Ciccone, Yongxin Chen, Tryphon T. Georgiou +1
We consider the problem of steering a linear stochastic system between two end-point degenerate Gaussian distributions in finite time. This accounts for those situations in which s…
Relaxed Schroedinger bridges and robust network routing
Yongxin Chen, Tryphon Georgiou, Michele Pavon +1
We consider network routing under random link failures with a desired final distribution. We provide a mathematical formulation of a relaxed transport problem where the final distr…
Regularization and Interpolation of Positive Matrices
Kaoru Yamamoto, Yongxin Chen, Lipeng Ning +2
We consider certain matricial analogues of optimal mass transport of positive definite matrices of equal trace. The framework is motivated by the need to devise a suitable geometry…
The role of the time-arrow in mean-square estimation of stochastic processes
Yongxin Chen, Johan Karlsson, Tryphon T. Georgiou
The purpose of this paper is to explain a certain dichotomy between the information that the past and future values of a multivariate stochastic process carry about the present. Mo…