A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes (Q2315044)

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A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes
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    A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes (English)
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    31 July 2019
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    Wasserstein metric
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    conjugate duality
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    Fenchel-Moreau-Rockafellar theorem
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    Donsker-Varadhan variational formula
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    optimal control
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    partially observable Markov decision processes
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