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)
 
 
 
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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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