Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge
Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 22 May 2020Accepted: 29 October 2020Published online: 06 May 2021Keywordsstochastic control, Schrödinger bridge problem, optimal mass transport, Sinkhorn algorithm, Hilbert metricAMS Subject Headings49L, 60J60, 49J20, 35Q35, 28A50Publication DataISSN (print): 0036-1445ISSN (online): 1095-7200Publisher: Society …