Relaxed Schroedinger bridges and robust network routing (1801.07852v1)

Abstract: We consider network routing under random link failures with a desired final distribution. We provide a mathematical formulation of a relaxed transport problem where the final distribution only needs to be close to the desired one. The problem is a maximum entropy problem for path distributions with an extra terminal cost. We show that the unique solution may be obtained solving a generalized Schroedinger system. An iterative algorithm to compute the solution is provided. It contracts the Hilbert metric with contraction ratio less than 1/2 leading to extremely fast convergence.