Stochastic Optimal Transportation (Q4988742)
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scientific article; zbMATH DE number 7349506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Optimal Transportation |
scientific article; zbMATH DE number 7349506 |
Statements
Stochastic Optimal Transportation (English)
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18 May 2021
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optimal transportation
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duality problem
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stochastic optimal control
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Hamilton-Jacobi-Bellman (HJB) equation
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