Optimal pits and optimal transportation
نویسندگان
چکیده
منابع مشابه
Optimal Transportation Problem by Stochastic Optimal Control
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 theorem by a zero noise limit (or vanishing viscosity) argument.. We also obtain a characterization of the support of an optimal measure in Monge-Kantorovich minimization problem (MKP) as a graph. Our key tool is a duality r...
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ژورنال
عنوان ژورنال: ESAIM: Mathematical Modelling and Numerical Analysis
سال: 2015
ISSN: 0764-583X,1290-3841
DOI: 10.1051/m2an/2015026