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

标题
On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint
作者
关键词
Optimal transport, Schrödinger bridge, Stochastic control, 60J60, 49L20, 49J20, 35Q35, 28A50
出版物
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Volume 169, Issue 2, Pages 671-691
出版商
Springer Nature
发表日期
2015-08-31
DOI
10.1007/s10957-015-0803-z

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