A Differential Approach to the Multi-Marginal Schrödinger System

DOI10.1137/19M1253800zbMath1436.49058arXiv1811.05207OpenAlexW2901700293MaRDI QIDQ5215748

Guillaume Carlier, Maxime Laborde

Publication date: 13 February 2020

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.05207

zbMATH Keywords

entropy minimizationlocal and global inverse function theoremsmulti-marginal Schrödinger system

Mathematics Subject Classification ID

Optimal transportation (49Q22)

Related Items (10)

Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm ⋮ On the Linear Convergence of the Multimarginal Sinkhorn Algorithm ⋮ A non‐linear monotonicity principle and applications to Schrödinger‐type problems ⋮ Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability ⋮ Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm ⋮ Quantitative uniform stability of the iterative proportional fitting procedure ⋮ Limit theorems for entropic optimal transport maps and Sinkhorn divergence ⋮ Convergence rate of general entropic optimal transport costs ⋮ An optimal transport approach for the Schrödinger bridge problem and convergence of Sinkhorn algorithm ⋮ Entropic regularization of continuous optimal transport problems

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