English

Marginal flows of non-entropic weak Schr\"odinger bridges

Probability 2026-03-31 v2 Optimization and Control

Abstract

This paper introduces a dynamic formulation of divergence-regularized optimal transport with weak targets on the path space. In our formulation, the classical relative entropy penalty is replaced by a general convex divergence, and terminal constraints are imposed in a weak sense. We establish well-posedness and a convex dual formulation, together with a dual existence result and explicit structural characterizations of primal and dual optimizers. Specifically, the optimal path measure admits an explicit density relative to a reference diffusion, generalizing the classical Schr{\"o}dinger system. In the case of zero transport cost, which corresponds to a non-entropic dynamic Schr{\"o}dinger problem, we further characterize the flow of time marginals of the optimal bridge, recovering known results in the entropic setting and providing new descriptions for non-entropic divergences, including the χ2\chi^2-divergence

Keywords

Cite

@article{arxiv.2512.21261,
  title  = {Marginal flows of non-entropic weak Schr\"odinger bridges},
  author = {Camilo Hernández and Ludovic Tangpi},
  journal= {arXiv preprint arXiv:2512.21261},
  year   = {2026}
}

Comments

New dual existence result, Theorem 3.6