On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture
Entropic and dynamic optimal transport
Giuseppe Savaré
Dipartimento di Matematica “Felice Casorati”, Università di Pavia
Abstract: We will briefly review various equivalent characterizations of Optimal Transport and we will show that a
simple relaxation of its Benamou-Brenier dynamic formulation leads to the new class of Optimal Entropy-
Transport problems, combining entropic and transport costs. We will discuss the particular example of the
Hellinger-Kantorovich metric, which provides a natural geometric way to measure the distance between
positive measures with possibly different masses.
LOCATION: The seminar will be held on Wednesday, March 13, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30.
Scientific Committee:
Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano)
******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano
Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1@unimib.it
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