Optimal transport began as the problem of how to efficiently redistribute goods between
production and consumers and evolved into a far-reaching geometric variational framework …

In 1931--1932, Erwin Schrödinger studied a hot gas Gedankenexperiment (an instance of
large deviations of the empirical distribution). Schrödinger's problem represents an early …

We consider the problem of steering a linear dynamical system with complete state
observation from an initial Gaussian distribution in state-space to a final one with minimum …

This letter addresses the optimal covariance control problem for stochastic discrete-time
linear systems subject to chance constraints. To the best of our knowledge, covariance …

In this article, we study the Schrödinger bridge problem (SBP) with nonlinear prior dynamics.
In control-theoretic language, this is a problem of minimum effort steering of a given joint …

This work deals with a finite-horizon covariance control problem for discrete-time, stochastic
linear systems with complete state information subject to input constraints. First, we present …

This work deals with an optimal covariance control problem for stochastic discrete-time
linear systems subject to mean sum constraints involving quadratic functions of the state and …

We consider the problem of finite-horizon optimal control of a discrete linear time-varying
system subject to a stochastic disturbance and fully observable state. The initial state of the …

How to steer a given joint state probability density function to another over finite horizon
subject to a controlled stochastic dynamics with hard state (sample path) constraints? In …

We consider the problem of steering, via out-put feedback, the state distribution of a discrete-
time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian …