skip to content
 

Schrödinger bridges: classical and quantum evolution

Presented by: 
T Georgiou University of Minnesota
Date: 
Monday 11th August 2014 - 10:00 to 11:00
Venue: 
INI Seminar Room 2
Abstract: 

The classical Schrödinger bridge seeks the most likely probability law for a diffusion process, in path space, that matches marginals at two end points in time' a problem with deep connection to stochastic optimal control. In the talk, we begin with a historic account of Schrödinger's initial motivation and theory, we discuss in detail the special case of Schrödinger bridges for Markov chains where we explain a constructive approach for the existence and uniqueness based on the Hilbert metric, we present a generalization of Schrödinger bridges for quantum channels, and finally, we return to a classical context and discuss an extension to degenerate linear diffusions and the problem to steer the distribution of the state of a linear stochastically driven dynamical system.

The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.
Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons