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Dynamical Schrödinger Bridge Problems on Graphs
Journal of Dynamics and Differential Equations ( IF 1.3 ) Pub Date : 2021-03-13 , DOI: 10.1007/s10884-021-09977-1
Shui-Nee Chow , Wuchen Li , Chenchen Mou , Haomin Zhou

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 \(L^2\)-Wasserstein metric. In our formulation, we establish the connection between discrete SBP problems and Hamiltonian flows.



中文翻译:

图上的动态薛定ding桥问题

我们将有限动态图上的离散动态Schrödinger桥问题(SBP)研究为动态变分问题。我们证明了离散SBP存在一个唯一的极小值,该极小值满足配备\(L ^ 2 \)- Wasserstein度量的概率单纯形上的边界值哈密顿流。在我们的公式中,我们建立了离散SBP问题和哈密顿流之间的联系。

更新日期:2021-03-15
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