Citation:
Chen Y, Georgiou T, Pavon M, Tannenbaum A. Robust Transport over Networks. IEEE Trans Automat Contr. 2017;62 (9) :4675-82.
Date Published:
2017 SepAbstract:
We consider transportation over a strongly connected, directed graph. The scheduling amounts to selecting transition probabilities for a discrete-time Markov evolution which is designed to be consistent with initial and final marginal constraints on mass transport. We address the situation where initially the mass is concentrated on certain nodes and needs to be transported in a certain time period to another set of nodes, possibly disjoint from the first. The random evolution is selected to be closest to a prior measure on paths in the relative entropy sense-such a construction is known as a Schrödinger bridge between the two given marginals. It may be viewed as an atypical stochastic control problem where the control consists in suitably modifying the prior transition mechanism. The prior can be chosen to incorporate constraints and costs for traversing specific edges of the graph, but it can also be selected to allocate equal probability to all paths of equal length connecting any two nodes (i.e., a uniform distribution on paths). This latter choice for prior transitions relies on the so-called Ruelle-Bowen random walker and gives rise to scheduling that tends to utilize all paths as uniformly as the topology allows. Thus, this Ruelle-Bowen law (
