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Optimal Transport between Gaussian Stationary Processes - MaRDI portal

Optimal Transport between Gaussian Stationary Processes

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Publication:6348469

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DOI10.1109/TAC.2020.3046567arXiv2009.02510MaRDI QIDQ6348469

Mattia Zorzi

Publication date: 5 September 2020

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Convex programming (90C25) Multivariable systems, multidimensional control systems (93C35) Optimal stochastic control (93E20)

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