Quenched mass transport of particles toward a target

DOI10.1007/s10957-020-01704-yzbMath1442.93047arXiv1707.07869OpenAlexW3037779167MaRDI QIDQ2194119

Bruno Bouchard, Boualem Djehiche, Idris Kharroubi

Publication date: 25 August 2020

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.07869

zbMATH Keywords

dynamic programmingviscosity solutionsmass transportationstochastic targetMcKean-Vlasov SDEs

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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