Distributionally Robust Schr\"odinger Bridge

Excerpt

arXiv:2610.02043v1 Announce Type: new Abstract: Schr\"odinger bridge (SB) learns stochastic transport between prescribed initial and target distributions. When the initial distribution shifts at test time, the learned dynamics can fail to recover the target distribution. We introduce the Distributionally Robust Schr\"odinger Bridge (DRSB), which learns a single controller that accounts for uncertainty in the initial distribution. The DRSB objective consists of control energy and a KL penalty bet