Mutual Information Optimal Density Control of Linear Systems and Generalized Schrödinger Bridges with Reference Refinement
Abstract
We consider a mutual information (MI) regularized optimal density control of a discrete-time linear system. MI optimal control has been utilized for exploration in reinforcement learning and privacy protection in control. MI regularization induces stochasticity in the policy, which poses challenges for applications of MI optimal control in safety-critical scenarios. To remedy this situation, we impose Gaussian density constraints at specified times to directly control state uncertainty. For this MI optimal density control problem, we propose an alternating optimization algorithm and investigate its convergence properties. In addition, we reveal a relationship between the MI optimal density control problem and a so-called generalized Schrödinger bridge problem associated with the discrete-time linear system. Based on the results of MI optimal density control and this relationship, we also investigate alternating optimization for the Schrödinger bridge problem and its convergence properties.
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BibTeX
@misc{enami2026mutual,
title = {{Mutual Information Optimal Density Control of Linear Systems and Generalized Schrödinger Bridges with Reference Refinement}},
author = {Shoju Enami and Kenji Kashima},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2605.09349},
eprint = {2605.09349},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2605.09349},
}
RIS
TY - UNPB
TI - Mutual Information Optimal Density Control of Linear Systems and Generalized Schrödinger Bridges with Reference Refinement
AU - Shoju Enami
AU - Kenji Kashima
PY - 2026
DA - 2026/10/05
PB - arXiv
DO - 10.48550/arxiv.2605.09349
UR - https://arxiv.org/abs/2605.09349
AB - We consider a mutual information (MI) regularized optimal density control of a discrete-time linear system. MI optimal control has been utilized for exploration in reinforcement learning and privacy protection in control. MI regularization induces stochasticity in the policy, which poses challenges for applications of MI optimal control in safety-critical scenarios. To remedy this situation, we impose Gaussian density constraints at specified times to directly control state uncertainty. For this MI optimal density control problem, we propose an alternating optimization algorithm and investigate its convergence properties. In addition, we reveal a relationship between the MI optimal density control problem and a so-called generalized Schrödinger bridge problem associated with the discrete-time linear system. Based on the results of MI optimal density control and this relationship, we also investigate alternating optimization for the Schrödinger bridge problem and its convergence properties.
ER -