Computational optimal transport for applications in control and estimation.
The optimal mass transport problem is a classical problem in mathematics, and dates back to 1781 and work by Gaspard Monge where he formulated an optimization problem for minimizing the cost of transporting soil for construction of forts and roads.
Historically the optimal mass transport problem has been widely used in economics in, e.g., planning and logistics, and was at the heart of the 1975 Nobel Memorial Prize in Economic Sciences.
In the last two decades there has been a rapid development of theory and methods for optimal mass transport and the ideas have attracted considerable attention in several economic and engineering fields. These developments have lead to a mature framework for optimal mass transport with computationally efficient algorithms
that can be used to address problems in the areas of systems, control, and estimation.
This workshop is being organized in order to introduce optimal transport to a larger audience in the CDC community.
The main goal of this workshop is to give a tutorial of it, regarding both theoretical and computational aspects, and to present some applications
in the areas of control and estimation.
Johan Karlsson, and
- Tutorial on optimal mass transport (60 min). François-Xavier Vialard.
- Optimal mass transport with dynamics and connection to Schrodinger bridges (30 min). Yongxin Chen and Tryphon Georgiou.
- Tutorial on computational optimal transport (60 min). Gabriel Peyré.
- Optimal mass transport for tracking, estimation, and information fusion (30 min). Axel Ringh and Johan Karlsson.
- Hands on examples and discussions on computational issues. Closing. (30 min)
Yongxin Chen (Georgia Institute of Technology)
Tryphon Georgiou (University of California, Irvine)
Johan Karlsson (KTH Royal Institute of Technology)
Axel Ringh (Hong Kong University of Science and Technology)
François-Xavier Vialard (University Paris-Est Marne la Vallée)