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Survey and Review
SIAM Review ( IF 10.2 ) Pub Date : 2021-05-06 , DOI: 10.1137/21n975217
J. M. Sanz-Serna

SIAM Review, Volume 63, Issue 2, Page 247-247, January 2021.
``Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge,” by Yongxin Chen, Tryphon T. Georgiou, and Michele Pavon, is the Survey and Review article in this issue. There is little doubt that the authors chose to have a very intriguing title to entice SIAM Review readers into browsing through their work; I will not spoil the effect by trying to explain the title to you. Anyway, “meets” and “liaisons” are perhaps the most important words. Literally dozens of mathematical, scientific, and even philosophical ideas meet each other in this article. There is much material on optimal mass transport, a theory with a huge recent literature and applications in vehicle path planning, machine learning, manufacturing, etc. There are ideas from statistical mechanics (entropy, free energy, \dots), probability (large deviations, couplings, \dots), control (in particular, stochastic control), computational statistics, linear algebra, and the list may go on and on. In addition, readers will find along the way plenty of history of science and a few anecdotes. If you had not heard about Richard Sinkhorn or Gaspard Monge, or if you knew the names but were unaware of their rendezvous, please read.


中文翻译:

调查和审查

SIAM 评论,第 63 卷,第 2 期,第 247-247 页,2021 年 1 月。
“随机控制联络人:Richard Sinkhorn 在薛定谔桥上遇到 Gaspard Monge”,作者 Yongxin Chen、Tryphon T. Georgiou 和 Michele Pavon,是本期的调查和评论文章。毫无疑问,作者选择了一个非常有趣的标题来吸引 SIAM Review 的读者浏览他们的作品;我不会试图通过向您解释标题来破坏效果。无论如何,“见面”和“联络”也许是最重要的词。从字面上看,数十种数学、科学甚至哲学思想在本文中相互碰撞。有很多关于最优质量运输的材料,这个理论在车辆路径规划、机器学习、制造等方面有大量的近期文献和应用。 有来自统计力学(熵、自由能、\点)、概率(大偏差)的想法, 耦合,\dots),控制(特别是随机控制),计算统计,线性代数,列表可能会继续下去。此外,读者会在此过程中发现大量科学史和一些轶事。如果您没有听说过 Richard Sinkhorn 或 Gaspard Monge,或者您知道这些名字但不知道他们的约会地点,请阅读。
更新日期:2021-06-02
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