Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge.
Yongxin ChenTryphon T. GeorgiouMichele PavonPublished in: SIAM Rev. (2021)
Keyphrases
- stochastic control
- hamilton jacobi
- heat equation
- partial differential equations
- distance transform
- wave equation
- optimal control
- eikonal equation
- queueing systems
- brownian motion
- control problems
- operations management
- diffusion process
- finite difference
- steady state
- medial axis
- level set method
- level set
- anisotropic diffusion
- image denoising
- scale space
- multiscale
- image processing
- reinforcement learning
- learning algorithm
- machine learning
- differential equations
- stochastic processes
- stochastic process
- image enhancement
- dynamic programming
- image segmentation