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math.OC2023
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…
math.OC2023
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…