Traversing the Schrödinger bridge strait: Robert Fortet's marvelous proof redux
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Publication:2420768
DOI10.1007/S10957-018-1436-9zbMath1414.49046arXiv1805.02695OpenAlexW2964313381MaRDI QIDQ2420768
Publication date: 7 June 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.02695
Iterative procedures involving nonlinear operators (47J25) History of mathematics in the 20th century (01A60) Variational problems in a geometric measure-theoretic setting (49Q20) History of calculus of variations and optimal control (49-03)
Related Items (4)
A proof of the Caffarelli contraction theorem via entropic regularization ⋮ Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle ⋮ Entropic regularization of continuous optimal transport problems ⋮ Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge
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