Stochastic optimal transport with free end time (Q2041815): Difference between revisions

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-Nassif Ghoussoub
@@ Property / author: Nassif Ghoussoub / rank @@
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+Nassif Ghoussoub
@@ Property / author: Nassif Ghoussoub / rank @@
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+MaRDI publication profile
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+.04814
@@ Property / arXiv ID: 1909.04814 / rank @@
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+Distribution‐constrained optimal stopping
@@ Property / cites work: Distribution‐constrained optimal stopping / rank @@
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@@ Property / cites work @@
+Geometry of distribution-constrained optimal stopping problems
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@@ Property / cites work @@
+Optimal transport and Skorokhod embedding
@@ Property / cites work: Optimal transport and Skorokhod embedding / rank @@
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+Polar factorization and monotone rearrangement of vector‐valued functions
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+Hölder estimates in space-time for viscosity solutions of hamilton-jacobi equations
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+On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
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+User’s guide to viscosity solutions of second order partial differential equations
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+On weighted Poincaré inequalities
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+Q4199146
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+The geometry of optimal transportation
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+Optimal Transport with Controlled Dynamics and Free End Times
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+PDE methods for optimal Skorokhod embeddings
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+Q3724215
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+Q3910361
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+From the Schrödinger problem to the Monge-Kantorovich problem
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+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
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+Optimal control for absolutely continuous stochastic processes and the mass transportation problem
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+Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
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+On the planning problem for a class of mean field games
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+Optimal transportation under controlled stochastic dynamics
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+Representation of Martingales, Quadratic Variation and Applications
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+Tightness results for laws of diffusion processes application to stochastic mechanics
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+W3163607904
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+Publication:2041815