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Slowing down conditioned random walks to recover optimal transport on a graph
GFM seminar
IIIUL, A2-25
2012-09-20 15:00
2012-09-20 16:00
2012-09-20
15:00
..
16:00
Christian Léonard (Univ. Paris Nanterre)
On a non-oriented metric graph, we build a convergent sequence of random walks with an asymptotically vanishing frequency of jumps. Its limit is a non-deterministic random walk which allows to solve the Monge-Kantorovich metric problem on the graph. Each random walk solves a Schroedinger problem, i.e. an entropic minimization problem of processes with prescribed initial and final constraints.
Symmetries in Quantum Physics 2017
