A survey of the Schrödinger problem and some of its connections with optimal transport

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DOI10.3934/dcds.2014.34.1533zbMath1277.49052arXiv1308.0215OpenAlexW4299907955MaRDI QIDQ379829

Christian Léonard

Publication date: 11 November 2013

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.0215

zbMATH Keywords

relative entropy large deviations optimal transport displacement interpolations Markov measures Schrödinger problem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Variational problems in a geometric measure-theoretic setting (49Q20) Large deviations (60F10) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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