论文标题
反射的Schrödinger桥:密度控制具有路径约束
Reflected Schrödinger Bridge: Density Control with Path Constraints
论文作者
论文摘要
如何将给定的联合状态概率密度函数引导到另一个有限的地平线上,但要受到具有硬状态(样本路径)约束的受控随机动力学?在应用程序中,状态限制可能会编码安全要求,例如避免障碍物。在本文中,我们执行反馈综合,以进行最小控制努力指导(又称Schrödinger桥)问题。我们扩展了Schrödinger桥梁的理论,以说明样本路径的反映边界条件,并在我们先前在近端递归上的工作中提供一个计算框架,以求解相同的框架。
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.