Controlling Uncertainty

Yongxin Chen; Tryphon T. Georgiou; Michele Pavon

doi:10.1109/MCS.2021.3076542

Controlling Uncertainty

Yongxin Chen, Tryphon T. Georgiou, Michele Pavon

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

Our account begins in 1931/1932, when one of the fathers of quantum theory, Erwin SchrÃ¶dinger, proposed a Gedankenexperiment to comprehend the propagation of a cloud of Brownian particles. He proposed [1], [2] the inference problem to identify the most likely evolution of a large collection of particles as they traverse between two endpoints in timeâ their distribution being measured and available at the two endpoints. This random evolution, now known as the SchrÃ¶dinger bridge, entails a flow of one-time distributions that interpolate the known initial and final marginals.

Original language	English (US)
Article number	9490566
Pages (from-to)	82-94
Number of pages	13
Journal	IEEE Control Systems
Volume	41
Issue number	4
DOIs	https://doi.org/10.1109/MCS.2021.3076542
State	Published - Aug 2021

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Electrical and Electronic Engineering

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author = "Yongxin Chen and Georgiou, {Tryphon T.} and Michele Pavon",

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Controlling Uncertainty

Abstract

ASJC Scopus subject areas

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