Asmaa Eldesoukey

Ralph Sabbagh, Asmaa Eldesoukey, Mahmoud Abdelgalil et al.

We revisit Brockett's attention in the context of bilinear gradient flow of an ensemble, and explore an alternative formalism that aims to reduce shear by minimizing the conditioning number of the dynamics; equivalently, we minimize the range of the eigenvalues of the dynamics. Remarkably, the evolution is isospectral, and this property is inherited by the coupled nonlinear dynamics of the control problem from a Lax isospectral flow.

Asmaa Eldesoukey, Yongxin Chen, Abhishek Halder

The mean-field Schrödinger bridge (MFSB) problem concerns designing a minimum-effort controller that guides a diffusion process with nonlocal interaction to reach a given distribution from another by a fixed deadline. Unlike the standard Schrödinger bridge, the dynamical constraint for MFSB is the mean-field limit of a population of interacting agents with controls. It serves as a natural model for large-scale multi-agent systems. The MFSB is computationally challenging because the nonlocal interaction makes the problem nonconvex. We propose a generalization of the Hopf-Cole transform for MFSB and, building on it, design a Sinkhorn-type recursive algorithm to solve the associated system of integro-PDEs. Under mild assumptions on the interaction potential, we discuss convergence guarantees for the proposed algorithm. We present numerical examples with repulsive and attractive interactions to illustrate the theoretical contributions.

Georgiy A. Bondar, Asmaa Eldesoukey, Yongxin Chen et al.

Solutions to the Schrödinger bridge problem and its generalizations yield feedback control policies for optimal density steering over a controlled diffusion. To numerically compute the same, the dynamic Sinkhorn recursion has become a standard approach. The mathematical engine behind this approach is the Hopf-Cole transform that recasts the conditions for optimality into a system of boundary-coupled linear PDEs. Recent works pointed out that for the control-affine Schrödinger bridge problem, this exact linearity via Hopf-Cole transform, and thus the standard Sinkhorn recursion, apply only if the control and noise channels are proportional. When the channels do not match, the Hopf-Cole-transformed PDEs remain nonlinear, and no algorithm is available to solve the same. We advance the state-of-the-art by designing a Sinkhorn recursion with memory that leverages the structure of these nonlinear PDEs, and demonstrate how it solves the control-affine Schrödinger bridge problem with input and noise channel mismatch. We prove the local stability of the proposed algorithm.