Stochastic Monge–Kantorovich problem and its duality
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Publication:5411895
DOI10.1080/17442508.2011.624627zbMath1295.60065arXiv1001.0094OpenAlexW1965074844MaRDI QIDQ5411895
Publication date: 25 April 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.0094
Related Items (4)
Coupling methods for random topological Markov chains ⋮ On the Kantorovich problem with a parameter ⋮ Kantorovich problems and conditional measures depending on a parameter ⋮ Kantorovich problems with a parameter and density constraints
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