Stochastic optimal transport with free end time (Q2041815)
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scientific article
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| default for all languages | No label defined |
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| English | Stochastic optimal transport with free end time |
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Stochastic optimal transport with free end time (English)
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23 July 2021
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Kantorovich duality
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stochastic optimal transport
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viscosity solutions
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Hamilton-Jacobi-Bellman type variational inequalities
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0.9380512
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0.9053103
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0.8890636
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0.8870307
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0.8858478
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0.88529193
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0.88333917
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0.8825034
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