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

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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
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PubType: Academic Journal
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  Data: On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint.
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      – Type: doi
        Value: 10.1007/s10957-015-0803-z
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      – Code: eng
        Text: English
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        PageCount: 21
        StartPage: 671
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      – TitleFull: On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint.
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            NameFull: Chen, Yongxin
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            NameFull: Georgiou, Tryphon
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              Text: May2016
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              Value: 169
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            – TitleFull: Journal of Optimization Theory & Applications
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