足立研セミナー: Schroedinger bridges and the steering of stochastic and deterministic systems
Yongxin Chen (PhD candidate)（Department of Electrical and Computer Engineering, University of Minnesota）
- 2015年12月25日（金） 11:40～12:20
- 厚生棟３階 中会議室
Abstract: We present an overview of our recent work on implementable solutions to the Schroedinger bridge problem and their potential application to stochastic optimal control, optimal transport, and various generalizations. In particular, we discuss the case of degenerate constant diffusion coefficients and the steering of linear dynamical systems between two one-time state-distributions using state feedback, the limiting case of Optimal Mass transport with nontrivial prior dynamics. For the special case of Gaussian marginals, closed-form solutions will be presented. [The presentation is based on joint work with Tryphon T. Georgiou and Michele Pavon.]
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