Wasserstein Proximal Algorithms for the Schrödinger Bridge Problem: Density Control With Nonlinear Drift - Caluya, Kenneth F.; Halder, Abhishek (IEEE transactions on automatic control, 2022)
Keywords: Algorithms; Boundary conditions; Boundary value problems; Drift; Evolutionary computation; Fields (mathematics); Fixed points (mathematics); Gradient drift; Heuristic algorithms; Kernel; Mathematical analysis; mixed conservative–dissipative drift; Nonlinear control; Nonlinear dynamical systems; Nonlinear dynamics; Operators (mathematics); Optimal control; optimal mass transport (OMT); Optimized production technology; Partial differential equations; Probability density function; Probability density functions; Schrödinger bridge problem (SBP); State vectors; Steering; Uncertainty