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Schr\"{o}dinger bridge is a diffusion process that steers a given distribution to another in a prescribed time while minimizing the effort to do so. It can be seen as the stochastic dynamical version of the optimal mass transport, and has…

Optimization and Control · Mathematics 2024-10-29 Alexis M. H. Teter , Wenqing Wang , Abhishek Halder

In this work, we study the mean field Schr\"odinger problem from a purely probabilistic point of view by exploiting its connection to stochastic control theory for McKean-Vlasov diffusions. Our main result shows that the mean field…

Probability · Mathematics 2024-09-27 Camilo Hernández , Ludovic Tangpi

Many applications involving multi-agent systems require fulfilling safety constraints. Control barrier functions offer a systematic framework to enforce forward invariance of safety sets. Recent work extended this paradigm to mean-field…

Systems and Control · Electrical Eng. & Systems 2026-03-20 Cinzia Tomaselli , Gian Carlo Maffettone , Samy Wu Fung , Levon Nurbekyan , Mario di Bernardo

Optimal transport (OT) and Schr{\"o}dinger bridge (SB) problems have emerged as powerful frameworks for transferring probability distributions with minimal cost. However, existing approaches typically focus on endpoint matching while…

Optimization and Control · Mathematics 2025-10-09 Xu Duan , Dongmei Chen

Metasurface inverse design is challenged by the intricate relationship between structural parameters and electromagnetic responses, as well as the high dimensionality of the optimization space. Local models, while commonly employed, quickly…

Predicting the intermediate trajectories between an initial and target distribution is a central problem in generative modeling. Existing approaches, such as flow matching and Schr\"odinger bridge matching, effectively learn mappings…

Machine Learning · Computer Science 2026-03-03 Sophia Tang , Yinuo Zhang , Alexander Tong , Pranam Chatterjee

Deep Ensemble (DE) approach is a straightforward technique used to enhance the performance of deep neural networks by training them from different initial points, converging towards various local optima. However, a limitation of this…

Machine Learning · Computer Science 2024-04-25 Hyunsu Kim , Jongmin Yoon , Juho Lee

Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…

Machine Learning · Statistics 2025-12-30 O. Deniz Akyildiz , Pierre Del Moral , Joaquín Miguez

The mean-field control problem for a multi-dimensional diffusion-aggregation system with Coulomb interaction (the so called parabolic elliptic Keller-Segel system) is considered. The existence of optimal control is proved through the…

Optimization and Control · Mathematics 2024-10-21 Li Chen , Yucheng Wang , Zhao Wang

We introduce a novel discretization scheme for Wasserstein gradient flows that involves successively computing Schr\"{o}dinger bridges with the same marginals. This is different from both the forward/geodesic approximation and the…

Probability · Mathematics 2024-06-18 Medha Agarwal , Zaid Harchaoui , Garrett Mulcahy , Soumik Pal

This paper introduces and analyzes a new class of mean-field control (\textsc{MFC}) problems in which agents interact through a \emph{fixed but controllable} network structure. In contrast with the classical \textsc{MFC} framework -- where…

Optimization and Control · Mathematics 2025-11-07 Mao Fabrice Djete

We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…

Optimization and Control · Mathematics 2024-12-05 Daniel Owusu Adu , Yongxin Chen

We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…

Optimization and Control · Mathematics 2019-02-25 Yongxin Chen , Giovanni Conforti , Tryphon T. Georgiou , Luigia Ripani

We show that the minimum effort control of colloidal self-assembly can be naturally formulated in the order-parameter space as a generalized Schr\"{o}dinger bridge problem -- a class of fixed-horizon stochastic optimal control problems that…

Optimization and Control · Mathematics 2023-10-17 Iman Nodozi , Charlie Yan , Mira Khare , Abhishek Halder , Ali Mesbah

Methods like multi-agent reinforcement learning struggle to scale with growing population size. Mean-field games (MFGs) are a game-theoretic approach that can circumvent this by finding a solution for an abstract infinite population, which…

Multiagent Systems · Computer Science 2025-12-23 Patrick Benjamin , Alessandro Abate

Compared to the existing function-based models in deep generative modeling, the recently proposed diffusion models have achieved outstanding performance with a stochastic-process-based approach. But a long sampling time is required for this…

Machine Learning · Computer Science 2022-08-16 Ki-Ung Song

We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…

Optimization and Control · Mathematics 2024-04-24 Gokce Dayanikli , Mathieu Lauriere

In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…

Analysis of PDEs · Mathematics 2019-09-25 Jose A. Carrillo , Edgard A. Pimentel , Vardan K. Voskanyan

The Schr\"{o}dinger Bridge Problem (SBP), which can be understood as an entropy-regularized optimal transport, seeks to compute stochastic dynamic mappings connecting two given distributions. SBP has shown significant theoretical importance…

Optimization and Control · Mathematics 2025-03-25 Yang Jing , Lei Li , Jingtong Zhang

Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…

Analysis of PDEs · Mathematics 2024-10-21 Nathalie Ayi , Nastassia Pouradier Duteil , David Poyato