A Sinkhorn algorithm with memory solves nonlinear PDEs for control-affine Schrödinger bridges with channel mismatch and proves local stability.
Optimal steering of a linear stochastic system to a final probability distribution, Part II
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Nonlinear Non-Gaussian Density Steering with Input and Noise Channel Mismatch: Sinkhorn with Memory for Solving the Control-affine Schr\"{o}dinger Bridge Problem
A Sinkhorn algorithm with memory solves nonlinear PDEs for control-affine Schrödinger bridges with channel mismatch and proves local stability.