Optimal Transport with Controlled Dynamics and Free End Times

DOI10.1137/18M1178037zbMath1398.49008arXiv1803.10874MaRDI QIDQ5374437

Nassif Ghoussoub, Aaron Zeff Palmer, Young-Heon Kim

Publication date: 14 September 2018

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.10874

zbMATH Keywords

optimal controlvariational inequalitiesdynamic programmingoptimal transportdistribution constraintsHamilton-Jacobi-Bellman quasi-variational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Free boundary problems for PDEs (35R35) Optimality conditions for problems in abstract spaces (49K27) Unilateral problems for nonlinear parabolic equations and variational inequalities with nonlinear parabolic operators (35K86)

Related Items (6)

Optimal controlled transports with free end times subject to import/export tariffs ⋮ PDE methods for optimal Skorokhod embeddings ⋮ Dynamical optimal transport of nonlinear control-affine systems ⋮ A solution to the Monge transport problem for Brownian martingales ⋮ Stochastic optimal transport with free end time ⋮ Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem

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