Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces
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Publication:2291686
DOI10.1007/s00440-019-00909-1zbMath1432.49063arXiv1805.06325OpenAlexW3012734841MaRDI QIDQ2291686
Publication date: 31 January 2020
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.06325
entropic costHamilton-Jacobi-Bellman dual representationKantorovich-type duality formulathreefold dynamical variational representation
Continuous-time Markov processes on general state spaces (60J25) Variational problems in a geometric measure-theoretic setting (49Q20) Diffusion processes (60J60)
Related Items (21)
Applications of optimal transportation in the natural sciences. Abstracts from the workshop held February 21--27, 2021 (online meeting) ⋮ Asymptotics for Semidiscrete Entropic Optimal Transport ⋮ Entropy-regularized 2-Wasserstein distance between Gaussian measures ⋮ A proof of the Caffarelli contraction theorem via entropic regularization ⋮ Regularity properties of the Schrödinger cost ⋮ Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes ⋮ Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability ⋮ The dynamical Schrödinger problem in abstract metric spaces ⋮ Toward a mathematical theory of trajectory inference ⋮ Monge-Ampère gravitation as a \(\Gamma \)-limit of good rate functions ⋮ Long-time behaviour of entropic interpolations ⋮ Convergence rate of general entropic optimal transport costs ⋮ An optimal transport approach for the Schrödinger bridge problem and convergence of Sinkhorn algorithm ⋮ A formula for the time derivative of the entropic cost and applications ⋮ Second order differentiation formula on \(\mathsf{RCD}^*(K,N)\) spaces ⋮ Around the entropic talagrand inequality ⋮ On the Existence of a Scalar Pressure Field in the Brödinger Problem ⋮ Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport ⋮ An entropy minimization approach to second-order variational mean-field games ⋮ Entropic turnpike estimates for the kinetic Schrödinger problem ⋮ Regularizing effects of the entropy functional in optimal transport and planning problems
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