Optimal Transportation Problem by Stochastic Optimal Control (Q3629481): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Transportation Problem by Stochastic Optimal Control |
scientific article |
Statements
Optimal Transportation Problem by Stochastic Optimal Control (English)
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27 May 2009
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optimal mass transportation theory
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Monge-Kantorovich problem
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Monge problem
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duality
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stochastic control
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Hamilton-Jacobi-Bellman PDE
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value function
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vanishing viscosity
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semiconvex functions
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