Pages that link to "Item:Q860701"

The following pages link to Duality theorem for the stochastic optimal control problem (Q860701):

Displaying 25 items.

• On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint (Q289140) (← links)
• Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
• A survey of the Schrödinger problem and some of its connections with optimal transport (Q379829) (← links)
• Duality for rectified cost functions (Q453748) (← links)
• From the Schrödinger problem to the Monge-Kantorovich problem (Q665503) (← links)
• About the analogy between optimal transport and minimal entropy (Q1681882) (← links)
• Regularity of Schrödinger's functional equation in the weak topology and moment measures (Q1996207) (← links)
• Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view (Q1998655) (← links)
• Stochastic optimal transport revisited (Q2022954) (← links)
• Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
• Applications of weak transport theory (Q2073218) (← links)
• Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
• The large time profile for Hamilton-Jacobi-Bellman equations (Q2089715) (← links)
• Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
• An intrinsic calculus of variations for functionals of laws of semi-martingales (Q2274249) (← links)
• Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes (Q2280157) (← links)
• Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces (Q2291686) (← links)
• Around the entropic talagrand inequality (Q2295039) (← links)
• A geometric perspective on regularized optimal transport (Q2333283) (← links)
• Convexity and regularity properties for entropic interpolations (Q2420433) (← links)
• Traversing the Schrödinger bridge strait: Robert Fortet's marvelous proof redux (Q2420768) (← links)
• Two End Points Marginal Problem by Stochastic Optimal Transportation (Q2942285) (← links)
• Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
• Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
• Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions (Q6097522) (← links)