On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint

Yongxin Chen, Tryphon T. Georgiou, Michele Pavon. On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint. J. Optimization Theory and Applications, 169(2):671-691, 2016. [doi]

@article{ChenGP16,
  title = {On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint},
  author = {Yongxin Chen and Tryphon T. Georgiou and Michele Pavon},
  year = {2016},
  doi = {10.1007/s10957-015-0803-z},
  url = {http://dx.doi.org/10.1007/s10957-015-0803-z},
  researchr = {https://researchr.org/publication/ChenGP16},
  cites = {0},
  citedby = {0},
  journal = {J. Optimization Theory and Applications},
  volume = {169},
  number = {2},
  pages = {671-691},
}