A survey of the Schr\"odinger problem and some of its connections with optimal transport
Christian L\'eonard (MODAL'X)
TL;DR
This survey introduces the Schr"odinger problem, explores its links with optimal transport, and provides a comprehensive overview along with new results to serve as a foundational guide.
Contribution
It offers a detailed survey of the Schr"odinger problem, highlighting its connections with optimal transport and presenting new theoretical insights.
Findings
Comprehensive overview of the Schr"odinger problem
Connections established with optimal transport theory
New theoretical results proved
Abstract
This article is aimed at presenting the Schr\"odinger problem and some of its connections with optimal transport. We hope that it can be used as a basic user's guide to Schr\"odinger problem. We also give a survey of the related literature. In addition, some new results are proved.
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