Optimal Transportation Problem by Stochastic Optimal Control
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dualityHamilton-Jacobi-Bellman PDEMonge problemMonge-Kantorovich problemoptimal mass transportation theorysemiconvex functionsstochastic controlvalue functionvanishing viscosity
Existence theories for optimal control problems involving partial differential equations (49J20) Duality theory (optimization) (49N15) Variational problems in a geometric measure-theoretic setting (49Q20) Stochastic processes (60G99) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Hamilton-Jacobi equations in mechanics (70H20) Optimal stochastic control (93E20)
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