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    Optimal Transportation Problem by Stochastic Optimal Control
    13 years 11 months ago
    Optimal Transportation Problem by Stochastic Optimal Control
    Download  eprints3.math.sci.hokudai.ac.jp
    We solve optimal transportation problem using stochastic optimal control theory. Indeed, for a super linear cost at most quadratic at infinity, we prove Kantorovich duality theore...
    Toshio Mikami, Michèle Thieullen
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