Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge

Yongxin Chen, Tryphon T. Georgiou, Michele Pavon. Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge. SIAM Review, 63(2):249-313, 2021. [doi]

Abstract

Abstract is missing.