Stochastic optimal transport with free end time (Q2041815)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic optimal transport with free end time |
scientific article; zbMATH DE number 7374678
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic optimal transport with free end time |
scientific article; zbMATH DE number 7374678 |
Statements
Stochastic optimal transport with free end time (English)
0 references
23 July 2021
0 references
Kantorovich duality
0 references
stochastic optimal transport
0 references
viscosity solutions
0 references
Hamilton-Jacobi-Bellman type variational inequalities
0 references
0 references
0 references
0.9380512
0 references
0 references
0.9053103
0 references
0.8890636
0 references
0.8870307
0 references
0.8858478
0 references
0.88529193
0 references
0.88333917
0 references
0.8825034
0 references
0 references
