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Title: Reflected Schrödinger Bridge: Density Control with Path Constraints
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 applications, state constraints may encode safety requirements such as obstacle avoidance. In this paper, we perform the feedback synthesis for minimum control effort density steering (a.k.a. Schrödinger bridge) problem subject to state constraints. We extend the theory of Schrödinger bridges to account the reflecting boundary conditions for the sample paths, and provide a computational framework building on our previous work on proximal recursions, to solve the same.  more » « less
Award ID(s):
1923278
PAR ID:
10388878
Author(s) / Creator(s):
;
Date Published:
Journal Name:
2021 American Control Conference (ACC)
Page Range / eLocation ID:
1137 to 1142
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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