Related papers: Relaxed Schroedinger bridges and robust network ro…
Entropic optimal transport problems play an increasingly important role in machine learning and generative modelling. In contrast with optimal transport maps which often have limited applicability in high dimensions, Schrodinger bridges can…
In 1931/32, Schroedinger studied a hot gas Gedankenexperiment, an instance of large deviations of the empirical distribution and an early example of the so-called maximum entropy inference method. This so-called Schroedinger bridge problem…
Inspired by studies on the airports' network and the physical Internet, we propose a general model of weighted networks via an optimization principle. The topology of the optimal network turns out to be a spanning tree that minimizes a…
The deterministic variant of the Lambert's problem was posed by Lambert in the 18th century and its solution for conic trajectory has been derived by many, including Euler, Lambert, Lagrange, Laplace, Gauss and Legendre. The solution…
In this letter, we propose a new routing strategy to improve the transportation efficiency on complex networks. Instead of using the routing strategy for shortest path, we give a generalized routing algorithm to find the so-called {\it…
We show convergence of the gradients of the Schr\"odinger potentials to the Brenier map in the small-time limit under general assumptions on the marginals, which allow for unbounded densities and supports. Furthermore, we provide novel…
We study the stability of entropically regularized optimal transport with respect to the marginals. Given marginals converging weakly, we establish a strong convergence for the Schr\"odinger potentials describing the density of the optimal…
Consider a reference Markov process with initial distribution $\pi_{0}$ and transition kernels $\{M_{t}\}_{t\in[1:T]}$, for some $T\in\mathbb{N}$. Assume that you are given distribution $\pi_{T}$, which is not equal to the marginal…
We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t)…
The Multimarginal Schr\"odinger Bridge (MSB) finds the optimal coupling among a collection of random vectors with known statistics and a known correlation structure. In the MSB formulation, this correlation structure is specified \emph{a…
This paper treats an optimal scheduling problem of control nodes in networked systems. We newly introduce both the L0 and l0 constraints on control inputs to extract a time-varying small number of effective control nodes. As the cost…
This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…
We study a semimartingale optimal transport problem interpolating between the Schr\"odinger bridge and the stretched Brownian motion associated with the Bass solution of the Skorokhod embedding problem. The cost combines an entropy term on…
We take a new look at the relation between the optimal transport problem and the Schr\"{o}dinger bridge problem from the stochastic control perspective. We show that the connections are richer and deeper than described in existing…
A simple procedure to map two probability measures in $\mathbb{R}^d$ is the so-called \emph{Knothe-Rosenblatt rearrangement}, which consists in rearranging monotonically the marginal distributions of the last coordinate, and then the…
Entropy-regularized optimal transport, which has strong links to the Schr\"odinger bridge problem in statistical mechanics, enjoys a variety of applications from trajectory inference to generative modeling. A major driver of renewed…
Energy saving is becoming an important issue in the design and use of computer networks. In this work we propose a problem that considers the use of rate adaptation as the energy saving strategy in networks. The problem is modeled as an…
We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…
We study the problem of bounding path-dependent expectations (within any finite time horizon $d$) over the class of discrete-time martingales whose marginal distributions lie within a prescribed tolerance of a given collection of benchmark…
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…