Optimal mass transport over bridges
Yongxin Chen, Tryphon Georgiou, Michele Pavon
TL;DR
This paper reviews recent methods for solving the Schroedinger bridge problem and explores their applications to optimal transport and related generalizations, highlighting practical implementation strategies.
Contribution
It provides an overview of implementable solutions to the Schroedinger bridge problem and discusses their potential use in optimal transport applications.
Findings
Developed practical algorithms for Schroedinger bridge solutions
Applied methods to optimal transport problems
Extended framework to generalizations of optimal transport
Abstract
We present an overview of our recent work on implementable solutions to the Schroedinger bridge problem and their potential application to optimal transport and various generalizations.
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Taxonomy
TopicsSpectral Theory in Mathematical Physics · Quantum chaos and dynamical systems · Stochastic processes and statistical mechanics