Stochastic optimal transport with free end time (Q2041815): Difference between revisions
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Revision as of 05:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal transport with free end time |
scientific article |
Statements
Stochastic optimal transport with free end time (English)
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23 July 2021
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Kantorovich duality
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stochastic optimal transport
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viscosity solutions
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Hamilton-Jacobi-Bellman type variational inequalities
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