On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint.

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Bibliographic Details
Title: On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint.
Authors: Chen, Yongxin1, chen2468@umn.edu, Georgiou, Tryphon1, tryphon@umn.edu, Pavon, Michele2, pavon@math.unipd.it
Source: Journal of Optimization Theory & Applications; May2016, Vol. 169 Issue 2, p671-691, 21p
Database: Applied Science & Technology Source
Description
ISSN:00223239
DOI:10.1007/s10957-015-0803-z