An algorithm that approximates the pushforward of a Wasserstein-ambiguous distribution by a discrete distribution, with provable error bounds that vanish as the number of support points grows and stay bounded over infinite horizons for contractive dynamics.
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Efficient Uncertainty Propagation with Guarantees in Wasserstein Distance
An algorithm that approximates the pushforward of a Wasserstein-ambiguous distribution by a discrete distribution, with provable error bounds that vanish as the number of support points grows and stay bounded over infinite horizons for contractive dynamics.