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Title: Dynamical Schrödinger Bridge Problems on Graphs
We study a discrete dynamical Schrödinger bridge problem (SBP) as a dynamical variational problem on a finite graph. We prove that the discrete SBP exists a unique minimizer, which satisfies a boundary value Hamiltonian flow on probability simplex equipped with L2-Wasserstein metric. In our formulation, we establish the connection between discrete SBP problems and Hamiltonian flows.  more » « less
Award ID(s):
1830225
PAR ID:
10283938
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
Journal of Dynamics and Differential Equations
ISSN:
1040-7294
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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