Stochastic control liasons: Richard Sinkhorn meets Gaspard Monge on a Schroedinger bridge.

Yongxin Chen Tryphon T. Georgiou Michele Pavon

Published in: CoRR (2020)

Keyphrases

stochastic control
queueing systems
optimal control
control problems
operations management
brownian motion
multiscale
stochastic process
reinforcement learning
diffusion process