The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities

DOI10.1007/s00440-020-00977-8zbMath1453.91021arXiv1905.02393OpenAlexW3036842247WikidataQ114229366 ScholiaQ114229366MaRDI QIDQ2200503

Julio Backhoff, Ivan Gentil, Giovanni Conforti, Christian Léonard

Publication date: 22 September 2020

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.02393

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Mean field games (aspects of game theory) (91A16)

Related Items (23)

Mean-Field Limit for a Class of Stochastic Ergodic Control Problems ⋮ Turnpike in optimal control of PDEs, ResNets, and beyond ⋮ Applications of optimal transportation in the natural sciences. Abstracts from the workshop held February 21--27, 2021 (online meeting) ⋮ A Variational Characterization of Langevin-Smoluchowski Diffusions ⋮ Dynamical Schrödinger bridge problems on graphs ⋮ Controlling conservation laws. II: Compressible Navier-Stokes equations ⋮ A non‐linear monotonicity principle and applications to Schrödinger‐type problems ⋮ Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability ⋮ Some Connections Between Stochastic Mechanics, Optimal Control, and Nonlinear Schrödinger Equations ⋮ Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations ⋮ Importance sampling for the empirical measure of weakly interacting diffusions ⋮ Time Reversal of diffusion processes under a finite entropy condition ⋮ Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions ⋮ Long-time behaviour of entropic interpolations ⋮ Ergodic control of McKean-Vlasov SDEs and associated Bellman equation ⋮ Controlling conservation laws. I: entropy-entropy flux ⋮ Convergence rate of general entropic optimal transport costs ⋮ Hopf-Cole transformation via generalized Schrödinger bridge problem ⋮ Regularity of Schrödinger's functional equation in the weak topology and moment measures ⋮ Time reversal of Markov processes with jumps under a finite entropy condition ⋮ Entropic turnpike estimates for the kinetic Schrödinger problem ⋮ A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities ⋮ Schrödinger problem for lattice gases: a heuristic point of view

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