Nonlinear Non-Gaussian Density Steering with Input and Noise Channel Mismatch: Sinkhorn with Memory for Solving the Control-affine Schr\"{o}dinger Bridge Problem

arXiv:2604.23370v1 Announce Type: cross Abstract: Solutions to the Schr\"{o}dinger 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...