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Control Realization of Schrödinger Bridges over Discrete-Time Nonlinear Systems via Maximum-Entropy Distribution Steering
This paper shows how a Schrodinger bridge (SB) structure emerges from maximum-entropy (MaxEnt) distribution steering of discrete-time nonlinear systems. We also establish that the resulting bridge can be realized by an optimal control policy. We consider general state and input costs, non-Gaussian e
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