Optimal Mass Transport over Bridges
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Publication:2807498
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)
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.
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