Optimal Mass Transport over Bridges

DOI10.1007/978-3-319-25040-3_9zbMATH Open1376.49058arXiv1503.00215OpenAlexW1538885178MaRDI QIDQ2807498FDOQ2807498

Authors: Yongxin Chen, Tryphon T. Georgiou, Michele Pavon 

Publication date: 25 May 2016

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Abstract: We present an overview of our recent work on implementable solutions to the Schroedinger bridge problem and their potential application to optimal transport and various generalizations.

Full work available at URL: https://arxiv.org/abs/1503.00215

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Diffusion processes (60J60) PDEs in connection with fluid mechanics (35Q35) Existence theories for optimal control problems involving partial differential equations (49J20) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Integration and disintegration of measures (28A50)

Cited In (1)

• Fluctuations of bridges, reciprocal characteristics and concentration of measure

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