Stochastic Optimal Transportation

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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. Also described is Schrödinger’s problem, which is originally a variational problem for one-step random walks with fixed initial and terminal distributions. The stochastic optimal transportation problem (SOT) is the...
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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. Also described is Schrödinger’s problem, which is originally a variational problem for one-step random walks with fixed initial and terminal distributions. The stochastic optimal transportation problem (SOT) is the...
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  • Formats: epub
  • ISBN: 9789811617546
  • Publication Date: 15 Jun 2021
  • Publisher: Springer Nature Singapore
  • Product language: English
  • Drm Setting: DRM