Stochastic optimal transportation: stochastic control with fixed marginals
Auteur :
Mikami, Toshio
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811617539
Date de publication :
16 juin 2021
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
In this book, the optimal transportation problem (OT) is described as a variational problem for absolutely continuous stochastic processes with fixed initial and terminal distributions.