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

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Latest revision as of 09:44, 30 July 2024

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Stochastic optimal transport with free end time
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    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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