Generative Stochastic Optimal Transport: Guided Harmonic Path-Integral Diffusion
This work addresses trajectory optimization in stochastic systems for applications like robotics or planning, though it appears incremental as an extension of existing stochastic optimal transport methods.
The paper tackles the problem of guided stochastic optimal transport with hard terminal constraints and soft path costs by introducing GH-PID, a linearly-solvable framework that enables stable sampling and differentiable protocol learning while exactly matching terminal distributions, as demonstrated in 2D navigation scenarios with reduced integrated costs.
We introduce Guided Harmonic Path-Integral Diffusion (GH-PID), a linearly-solvable framework for guided Stochastic Optimal Transport (SOT) with a hard terminal distribution and soft, application-driven path costs. A low-dimensional guidance protocol shapes the trajectory ensemble while preserving analytic structure: the forward and backward Kolmogorov equations remain linear, the optimal score admits an explicit Green-function ratio, and Gaussian-Mixture Model (GMM) terminal laws yield closed-form expressions. This enables stable sampling and differentiable protocol learning under exact terminal matching. We develop guidance-centric diagnostics -- path cost, centerline adherence, variance flow, and drift effort -- that make GH-PID an interpretable variational ansatz for empirical SOT. Three navigation scenarios illustrated in 2D: (i) Case A: hand-crafted protocols revealing how geometry and stiffness shape lag, curvature effects, and mode evolution; (ii) Case B: single-task protocol learning, where a PWC centerline is optimized to minimize integrated cost; (iii) Case C: multi-expert fusion, in which a commander reconciles competing expert/teacher trajectories and terminal beliefs through an exact product-of-experts law and learns a consensus protocol. Across all settings, GH-PID generates geometry-aware, trust-aware trajectories that satisfy the prescribed terminal distribution while systematically reducing integrated cost.