Related papers: Globally Solving Unbalanced Optimal Transport and …
In this paper, a novel design scheme is introduced to solve the optimal control problem for nonlinear systems with unsymmetrical and state-dependent input constraints. By introducing an initial stabilizing control policy as the baseline of…
The previously proposed ansatz for density cumulant theory that combines orbital-optimization and a parameterization of the 2-electron reduced density matrix cumulant in terms of unitary coupled cluster amplitudes (OUDCT) is carefully…
A method is presented to solve a stochastic, nonlinear optimal control problem representative of spacecraft trajectory design under uncertainty. The problem is reformulated as a chance constrained nonlinear program, or what is known as a…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
A local convergence rate is established for an orthogonal collocation method based on Gauss quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…
We introduce the von Neumann entropy regularization of Unbalanced Non-commutative Optimal Transport, specifically Non-commutative Optimal Transport between semi-definite positive matrices (not necessarily with trace one). We prove the…
In this work, we analyze the properties of the solution to the covariance steering problem for discrete time Gaussian linear systems with a squared Wasserstein distance terminal cost. In our previous work, we have shown that by utilizing…
The theory of Monge-Kantorovich Optimal Mass Transport (OMT) has in recent years spurred a fast developing phase of research in stochastic control, control of ensemble systems, thermodynamics, data science, and several other fields in…
We address the problem of finite-horizon control of a discrete-time linear system, where the initial state distribution follows a Gaussian mixture model, the terminal state must follow a specified Gaussian distribution, and the state and…
We study the distributed Linear Quadratic Gaussian (LQG) control problem in discrete-time and finite-horizon, where the controller depends linearly on the history of the outputs and it is required to lie in a given subspace, e.g. to possess…
We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…
Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…
We prove several fundamental statistical bounds for entropic OT with the squared Euclidean cost between subgaussian probability measures in arbitrary dimension. First, through a new sample complexity result we establish the rate of…
Unbalanced optimal transport (UOT) provides a principled framework for modeling single-cell transitions and birth-death dynamics, but its high computational cost limits scalability to large-scale datasets. Although single-cell data often…
We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…
We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…
Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately…
The paper studies the optimal density steering problem for nonlinear continuous-time stochastic systems. To accurately capture nonlinear dynamics in high-uncertainty regions that deviate significantly from a nominal linearization point, we…
In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…