Reflected Schrodinger Bridge Problem over Sub-Riemannian Manifold

We formulate and solve the reflected sub-Riemannian Schrödinger bridge problem: minimum-energy transport of probability distributions on a bounded domain for underactuated dynamics with degenerate diffusion and hard state constraints.

The main difficulties are geometric and degeneracy: Euclidean normal reflection is generally incompatible with the horizontal subbundle, since it may push the process in directions not generated by the admissible control and noise fields.

Also, the reference measure may not have full support.

We address these by introducing an intrinsic oblique reflection mechanism that is compatible to the sub-Riemannian structure.

Under Hörmander and non-characteristic boundary assumptions, we prove that the reflected degenerate reference process admits a smooth, strictly positive transition density.

The resulting optimal control is characterized by a forward--backward PDE system with asymmetric boundary conditions: an oblique Neumann condition for the backward factor and a normal no-flux condition for the forward factor.

Since explicit transition densities are generally not available in this setting, we develop a PDE-based Sinkhorn iteration that enforces these boundary conditions directly.

We illustrate the framework with an example.