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On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint.
Yongxin Chen
Tryphon T. Georgiou
Michele Pavon
Published in:
J. Optim. Theory Appl. (2016)
Keyphrases
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stochastic control
viewpoint
control problems
optimal control
distance transform
hamilton jacobi
heat equation
queueing systems
brownian motion
wave equation
dynamic programming
partial differential equations
image processing
operations management
expected cost
eikonal equation
special case