Optimal transportation problem by stochastic optimal control

SIAM Journal on Control and Optimization

Volumn 47, Issue 3, 2008, Pages 1127-1139

  Mlkami, Toshio ^a   Thieullen, Michèle ^b  

^a HOKKAIDO UNIVERSITY   (Japan)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Duality; Hamilton Jacobi Bellman PDE; Monge problem; Monge Kantorovich problem; Optimal mass transportation theory; Semiconvex functions; Stochastic control; Value function; Vanishing viscosity

Indexed keywords

AIRCRAFT ENGINES; HYDRODYNAMICS; MASS TRANSPORTATION; PARTIAL DIFFERENTIAL EQUATIONS; PROBABILITY DENSITY FUNCTION; STOCHASTIC CONTROL SYSTEMS; VISCOSITY;

DUALITY; HAMILTON-JACOBI-BELLMAN PDE; MONGE PROBLEM; MONGE-KANTOROVICH PROBLEM; OPTIMAL MASS TRANSPORTATION THEORY; SEMICONVEX FUNCTIONS; STOCHASTIC CONTROL; VALUE FUNCTION; VANISHING VISCOSITY;

PROBLEM SOLVING;

EID: 55549111877     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/050631264     Document Type: Article

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