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The dynamical Schrödinger problem in abstract metric spaces

Published 22 Dec 2020 in math.FA, math.AP, math.MG, and math.OC | (2012.12005v3)

Abstract: In this paper we introduce the dynamical Schr\"odinger problem on abstract metric spaces, defined for a wide class of entropy and Fisher information functionals. Under very mild assumptions we prove a generic Gamma-convergence result towards the geodesic problem as the noise parameter $\varepsilon\downarrow 0$. We also investigate the connection with geodesic convexity of the driving entropy, and study the dependence of the entropic cost on the parameter $\varepsilon$. Some examples and applications are discussed.

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