Dynamic and stochastic propagation of the Brenier optimal mass transport
DOI10.1017/S0956792519000032zbMath1428.49048arXiv1804.10052OpenAlexW2964290112WikidataQ128184352 ScholiaQ128184352MaRDI QIDQ5242590
Nassif Ghoussoub, Alistair Barton
Publication date: 12 November 2019
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.10052
Hamilton-Jacobi equationmean field gamesdeterministic and stochastic mass transportationstochastic Bolza duality
Numerical methods involving duality (49M29) Optimality conditions and duality in mathematical programming (90C46) Variational problems in a geometric measure-theoretic setting (49Q20) Nonlinear elliptic equations (35J60) Methods involving semicontinuity and convergence; relaxation (49J45) Hamilton-Jacobi equations (35F21)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On a problem of optimal transport under marginal martingale constraints
- Existence of a solution to an equation arising from the theory of mean field games
- Duality theorem for the stochastic optimal control problem
- Optimal mass transportation and Mather theory
- The geometry of optimal transportation
- A self-dual variational approach to stochastic partial differential equations
- On a class of first order Hamilton-Jacobi equations in metric spaces
- Convexity in Hamilton--Jacobi Theory I: Dynamics and Duality
- Convexity in Hamilton--Jacobi Theory II: Envelope Representations
- Polar factorization and monotone rearrangement of vector‐valued functions
- Differential equations methods for the Monge-Kantorovich mass transfer problem
- The Master Equation and the Convergence Problem in Mean Field Games
- Existence and Duality Theorems for Convex Problems of Bolza
- Optimal Transport
- Optimal transportation on non-compact manifolds
