Scholarlink

<p>Motivated by a problem from incompressible fluid mechanics of Brenier [<CitationRef CitationID="CR7">7</CitationRef>], and its recent entropic relaxation by [<CitationRef CitationID="CR3">3</CitationRef>], we study a problem of entropic minimisation on the path space when the reference measure is a generic Feller semimartingale. Under mild regularity conditions on the minimizers, we show that our problem connects naturally with a version, possibly non-local, of the Hamilton–Jacobi–Bellman equation involving a pressure term.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

The Brenier–Schrödinger Problem: Non-local Hamilton–Jacobi–Bellman Equations and Existence of the Pressure Field

  • 期刊论文

  • 发表日期：

    2026年5月29日

查看全文
  • Ronan Herry,
  • Baptiste Huguet

摘要

Motivated by a problem from incompressible fluid mechanics of Brenier [7], and its recent entropic relaxation by [3], we study a problem of entropic minimisation on the path space when the reference measure is a generic Feller semimartingale. Under mild regularity conditions on the minimizers, we show that our problem connects naturally with a version, possibly non-local, of the Hamilton–Jacobi–Bellman equation involving a pressure term.