Analytical Approach to Continuous-Time Causal Optimal Transport

MaRDI QIDQ7252248arXivFDO

Authors Julio D. Backhoff Veraguas, Erhan Bayraktar, Ibrahim Ekren, Antonios Zitridis

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Optimal transportation (49Q22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

arXiv classification

math.OC

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