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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: Mathematics and CS Seminar
Host: Jan Maas
Contact: SORONDA Marija
Lab building west seminar room

Abstract:

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
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