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math-ph2016★ 9 cited
Matrix Optimal Mass Transport: A Quantum Mechanical Approach
Yongxin Chen, Tryphon T. Georgiou, Allen Tannenbaum
In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrice…
math-ph2014★ 2 cited
Optimal steering of inertial particles diffusing anisotropically with losses
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles…