On the relation between optimal transport and Schrödinger bridges: A stochastic control viewpoint.

Yongxin Chen Tryphon T. Georgiou Michele Pavon

Published in: CoRR (2014)

Keyphrases

viewpoint
stochastic control
distance transform
optimal control
hamilton jacobi
heat equation
queueing systems
control problems
optimal solution
dynamic programming
operations management
wave equation
special case
random variables