Optimal Transportation Problem by Stochastic Optimal Control
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Publication:3629481
dualitystochastic controlvalue functionMonge-Kantorovich problemMonge problemvanishing viscosityHamilton-Jacobi-Bellman PDEoptimal mass transportation theorysemiconvex functions
Variational problems in a geometric measure-theoretic setting (49Q20) Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Existence theories for optimal control problems involving partial differential equations (49J20) Hamilton-Jacobi equations in mechanics (70H20) Optimal stochastic control (93E20) Duality theory (optimization) (49N15) Stochastic processes (60G99)
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