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Schrödinger Bridge with Quadratic State Cost is Exactly Solvable
In this work, we propose a regularized variant of the Schr\"odinger bridge with a quadratic state cost-to-go that incentivizes the optimal sample paths to stay close to a nominal level.
Solution of the Probabilistic Lambert Problem: Connections with Optimal Mass Transport, Schrödinger Bridge and Reaction-Diffusion PDEs
We show that the Lambert problem with endpoint joint probability density constraints is a generalized optimal mass transport (OMT) problem, thereby connecting this classical astrodynamics problem with a burgeoning area of research in modern stochastic control and stochastic machine learning.
On the Contraction Coefficient of the Schrödinger Bridge for Stochastic Linear Systems
In this work, we study a priori estimates for the contraction coefficients associated with the convergence of respective Schr\"{o}dinger systems.
