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SIAMCO
2008
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SIAMCO 2008
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Optimal Transportation Problem by Stochastic Optimal Control
14 years 14 days ago
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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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