Optimization And Control
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Generalized Sinkhorn Algorithm for Non-convex Mean-Field Schrödinger Bridge Control
The mean-field Schrödinger bridge (MFSB) problem, relevant to large-scale multi-agent systems, is computationally challenging due to its non-convex nature stemming from nonlocal interactions. This work introduces a generalized Hopf-Cole transform and a Sinkhorn-type recursive algorithm to address th…
Generalized Sinkhorn Algorithm for Mean-Field Schrödinger Bridge
The paper introduces a generalized Hopf-Cole transform, leading to a Sinkhorn-type recursive algorithm to solve the Mean-Field Schrödinger Bridge (MFSB) problem. This method addresses the computational challenges of MFSB, which models large-scale multi-agent systems with nonlocal interactions. The a…