Stochastic Optimal Transportation

DOI10.1007/978-981-16-1754-6zbMath1471.49001OpenAlexW3168968737MaRDI QIDQ4988742

Toshio Mikami

Publication date: 18 May 2021

Published in: SpringerBriefs in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-16-1754-6

zbMATH Keywords

stochastic optimal controloptimal transportationHamilton-Jacobi-Bellman (HJB) equationduality problem

Mathematics Subject Classification ID

Transportation, logistics and supply chain management (90B06) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving randomness (49K45) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Optimal transportation (49Q22)

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