Imagen de Portada

Control-affine Schrödinger Bridge and Generalized Bohm Potential

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Teter, Alexis M. H., Halder, Abhishek, Schneider, Michael D., Perloff, Alexx S., Pratt, Jane, Artman, Conor M., Demireva, Maria
Formato:	Preprint
Publicado:	2025
Materias:	Optimization and Control Systems and Control Mathematical Physics Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

On the Hopf-Cole Transform for Control-affine Schrödinger Bridge
por: Teter, Alexis, et al.
Publicado: (2025)

Schrödinger Bridge with Quadratic State Cost is Exactly Solvable
por: Teter, Alexis M. H., et al.
Publicado: (2024)

Weyl Calculus and Exactly Solvable Schrödinger Bridges with Quadratic State Cost
por: Teter, Alexis M. H., et al.
Publicado: (2024)

Solution of the Probabilistic Lambert Problem: Connections with Optimal Mass Transport, Schrödinger Bridge and Reaction-Diffusion PDEs
por: Teter, Alexis M. H., et al.
Publicado: (2024)

Set Invariance with Probability One for Controlled Diffusion: Score-based Approach
por: Wang, Wenqing, et al.
Publicado: (2025)

Markov Kernels, Distances and Optimal Control: A Parable of Linear Quadratic Non-Gaussian Distribution Steering
por: Teter, Alexis M. H., et al.
Publicado: (2025)

Schrödinger Bridge Over A Compact Connected Lie Group
por: Mahmood, Hamza, et al.
Publicado: (2026)

Solution of the Probabilistic Lambert's Problem: Optimal Transport Approach
por: Teter, Alexis M. H., et al.
Publicado: (2024)

Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control
por: Henry-Labordere, Pierre, et al.
Publicado: (2026)

A PDE Derivation of the Schrödinger--Bass Bridge
por: Alouadi, Alexandre, et al.
Publicado: (2026)

General duality and dual attainment for adapted transport
por: Kršek, Daniel, et al.
Publicado: (2024)

An optimal transport foundation for a class of dynamically consistent risk measures
por: Fuhrmann, Sven, et al.
Publicado: (2026)

Martingale Optimal Transport and Martingale Schrödinger Bridges for Calibration of Stochastic Volatility Models
por: Zitridis, Antonios
Publicado: (2025)

Large Banks and Systemic Risk: Insights from a Mean-Field Game Model
por: Chang, Yuanyuan, et al.
Publicado: (2023)

A Generalized Sinkhorn Algorithm for Mean-Field Schrödinger Bridge
por: Eldesoukey, Asmaa, et al.
Publicado: (2026)

Nonlinear Non-Gaussian Density Steering with Input and Noise Channel Mismatch: Sinkhorn with Memory for Solving the Control-affine Schrödinger Bridge Problem
por: Bondar, Georgiy A., et al.
Publicado: (2026)

Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise
por: Ferrari, Giorgio, et al.
Publicado: (2025)

Dimension Reduction in Martingale Optimal Transport: Geometry and Robust Option Pricing
por: Hiew, Joshua Zoen-Git, et al.
Publicado: (2023)

Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population
por: Alonso-Garcia, Jennifer, et al.
Publicado: (2026)

Sensitivity of robust optimization problems under drift and volatility uncertainty
por: Bartl, Daniel, et al.
Publicado: (2023)

Dynamic characterization of barycentric optimal transport problems and their martingale relaxation
por: Guo, Ivan, et al.
Publicado: (2025)

A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching
por: Fu, Guanxing, et al.
Publicado: (2024)

Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case
por: Ferrari, Giorgio, et al.
Publicado: (2026)

Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems
por: Neufeld, Ariel, et al.
Publicado: (2024)

Non-concave stochastic optimal control in finite discrete time under model uncertainty
por: Neufeld, Ariel, et al.
Publicado: (2024)

Mean-field games with unbounded controls: a weak formulation approach to global solutions
por: Horst, Ulrich, et al.
Publicado: (2026)

Robust mean-field control under common noise uncertainty
por: Laurière, Mathieu, et al.
Publicado: (2025)

Strategies with minimal norm are optimal for expected utility maximization under high model ambiguity
por: Carassus, Laurence, et al.
Publicado: (2023)

Propagation of chaos for mean field Schrödinger problems
por: Hernández, Camilo, et al.
Publicado: (2023)

Marginal flows of non-entropic weak Schrödinger bridges
por: Hernández, Camilo, et al.
Publicado: (2025)

A weak transport approach to the Schrödinger-Bass bridge
por: Hasenbichler, Manuel, et al.
Publicado: (2026)

An Explicit Formula for Vertex Enumeration in the CUT(n) Polytope via Probabilistic Methods
por: Marić, Nevena
Publicado: (2025)

Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets
por: Ren, Xin Yue, et al.
Publicado: (2024)

LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework
por: Liu, Hanchao, et al.
Publicado: (2023)

A Feedback Control Framework for Incentivised Suburban Parking Utilisation and Urban Core Traffic Relief
por: Satti, Abdul Baseer, et al.
Publicado: (2025)

Weak Optimal Transport: When is the Dual Potential Convex?
por: Pramenković, Filip
Publicado: (2025)

BSDE Approach for $α$-Potential Stochastic Differential Games
por: Guo, Xin, et al.
Publicado: (2025)

Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks
por: Shi, Xiaomin, et al.
Publicado: (2025)

Scaling Limits for Exponential Hedging in the Brownian Framework
por: Dolinksy, Yan, et al.
Publicado: (2025)

Convolution Bounds on Quantile Aggregation
por: Blanchet, Jose, et al.
Publicado: (2020)