Wednesday, January 13, 2021
4:00-5:00 PM
Passcode: 790109 https://umich.zoom.us/j/95407665241
Off Campus Location
Extending on the work of Backhoff et. al. on the Mean Field Schrödinger Bridge Problem we consider an N-Particle Schrödinger Bridge Problem. We argue that optimal values for our problem converge to the optimal value for the Mean Field Schrödinger Bridge Problem. In doing so, we derive a kind of Law of Large Numbers for the entropy functional for measures on C[0,T]. Speaker(s): Berkan Yilmaz
| Building: | Off Campus Location |
|---|---|
| Location: | Virtual |
| Event Type: | Workshop / Seminar |
| Tags: | Mathematics |
| Source: | Happening @ Michigan from Department of Mathematics, Financial/Actuarial Mathematics Seminar - Department of Mathematics |
