On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint

DOI10.1007/s10957-015-0803-zzbMath1344.49072arXiv1412.4430OpenAlexW1498429448MaRDI QIDQ289140

Michele Pavon, Yongxin Chen, Tryphon T. Georgiou

Publication date: 27 May 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.4430

zbMATH Keywords

stochastic control optimal transport Schrödinger bridges

Mathematics Subject Classification ID

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

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