A differential approach to the multi-marginal Schrödinger system

Carlier, Guillaume; Laborde, Maxime

Carlier, Guillaume; Laborde, Maxime (2018), A differential approach to the multi-marginal Schrödinger system. https://basepub.dauphine.fr/handle/123456789/18494

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Type

Document de travail / Working paper

External document link

https://hal.archives-ouvertes.fr/hal-01918578

Date

2018

Series title

Cahier de recherche CEREMADE, Université Paris-Dauphine

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Author(s)

Carlier, Guillaume
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Laborde, Maxime
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Department of Mathematics and Statistics [Toronto]

Abstract (EN)

We develop an elementary and self-contained differential approach, in an L ∞ setting, for well-posedness (existence, uniqueness and smooth dependence with respect to the data) for the multi-marginal Schrödinger system which arises in the entropic regularization of optimal transport problems.

Subjects / Keywords

local and global inverse function theorems; Multi-marginal Schrödinger system; entropy minimization