Calculus of Variations and Geometric Measure Theory
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N. Gigli - L. Tamanini

Benamou-Brenier and duality formulas for the entropic cost on $RCD^*(K,N)$ spaces

created by tamanini1 on 15 May 2018
modified on 16 Jul 2019


Published Paper

Inserted: 15 may 2018
Last Updated: 16 jul 2019

Journal: Probab. Theory Related Fields
Year: 2018


In this paper we prove that, within the framework of $RCD^*(K,N)$ spaces with $N < \infty$, the entropic cost (i.e. the minimal value of the Schrödinger problem) admits:

- a threefold dynamical variational representation, in the spirit of the Benamou-Brenier formula for the Wasserstein distance;

- a Hamilton-Jacobi-Bellman dual representation, in line with Bobkov-Gentil-Ledoux and Otto-Villani results on the duality between Hamilton-Jacobi and continuity equation for optimal transport;

- a Kantorovich-type duality formula, where the Hopf-Lax semigroup is replaced by a suitable `entropic' counterpart.

We thus provide a complete and unifying picture of the equivalent variational representations of the Schrödinger problem (still missing even in the Riemannian setting) as well as a perfect parallelism with the analogous formulas for the Wasserstein distance.


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