Entropic optimal transport: Duality and Application to Mean Field Games
Date
Wednesday, December 12, 2018 16:00 - 17:00
Speaker
Simone Di Marino (Scuola Normale Superiore di Pisa)
Location
Big Seminar room Ground floor / Office Bldg West (I21.EG.101)
Series
Seminar/Talk
Tags
Mathematics and CS Seminar, mathematical_seminar_ics
Host
Jan Maas
Contact
We will introduce the entropic optimal transport problem, describing also its connection with the schrdinger problem, and prove a duality result, as well as Markov property for its multimarginal counterpart. Then we will discuss an application to the second order mean field games. Collaboration with A.Gerolin and G.Carlier, L. Nenna, J.D. Benamou