Stochastic Optimal Transportation (Q4988742)

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scientific article; zbMATH DE number 7349506
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Stochastic Optimal Transportation
scientific article; zbMATH DE number 7349506

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    Stochastic Optimal Transportation (English)
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    18 May 2021
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    optimal transportation
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    duality problem
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    stochastic optimal control
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    Hamilton-Jacobi-Bellman (HJB) equation
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