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Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…
We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…
A theoretical framework and numerical techniques to solve optimal control problems with a spatial trace term in the terminal cost and governed by regularized nonlinear hyperbolic conservation laws are provided. Depending on the spatial…
In this article, we propose a new unifying framework for the investigation of multi-agent control problems in the mean-field setting. Our approach is based on a new definition of differential inclusions for continuity equations formulated…
This work shows the existence of optimal control laws for persistent monitoring of mobile targets in a one-dimensional mission space and derives explicit solutions. The underlying performance metric consists of minimizing the total…
Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…
Conventional tracking solutions are not feasible in handling abrupt motion as they are based on smooth motion assumption or an accurate motion model. Abrupt motion is not subject to motion continuity and smoothness. To assuage this, we deem…
Modern applications, such as orchestrating the collective behavior of robotic swarms or traffic flows, require the coordination of large groups of agents evolving in unstructured environments, where disturbances and unmodeled dynamics are…
The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…
Data consisting of time-indexed distributions of cross-sectional or intraday returns have been extensively studied in finance, and provide one example in which the data atoms consist of serially dependent probability distributions.…
Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…
Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…
The Wasserstein metric has become increasingly important in many machine learning applications such as generative modeling, image retrieval and domain adaptation. Despite its appeal, it is often too costly to compute. This has motivated…
This paper provides a simple procedure to fit generative networks to target distributions, with the goal of a small Wasserstein distance (or other optimal transport costs). The approach is based on two principles: (a) if the source…
We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile agents to minimize an uncertainty metric in a given mission space. For a single agent in a one-dimensional…
Coordinated flight of multiple drones allows to achieve tasks faster such as search and rescue and infrastructure inspection. Thus, pushing the state-of-the-art of aerial swarms in navigation speed and robustness is of tremendous benefit.…
Multi-swarm systems, where two or more swarms of mobile agents occupy the same region of space with different parameters and goals, occur in a variety of biological, engineering, and defense applications. Composites of multiple swarms can…
In this paper, we propose a Transformer-based framework for approximating solutions to infinite-dimensional optimization problems: calculus of variations problems and optimal control problems. Our approach leverages offline training on data…
We propose an optimal solution to a deterministic dynamic assignment problem by leveraging connections to the theory of discrete optimal transport to convert the combinatorial assignment problem into a tractable linear program. We seek to…
This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…