On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint - Chen, Yongxin; Georgiou, Tryphon T.; Pavon, Michele (Journal of optimization theory and applications, 2016)
Keywords: Applications of Mathematics; Calculus of Variations and Optimal Control; Optimization; Computational fluid dynamics; Differential equations; Engineering; Joints; Mathematical analysis; Mathematics; Mathematics and Statistics; Noise; Operations Research/Decision Theory; Optimal control; Optimization; Partial differential equations; Quantum physics; Schroedinger equation; Stochastic control theory; Stochastic processes; Studies; Theory of Computation; Transport; Schrödinger bridge; 49L20; 49J20; 60J60; 35Q35; Stochastic control; Optimal transport; 28A50