Matches in SemOpenAlex for { <https://semopenalex.org/work/W2775532042> ?p ?o ?g. }
Showing items 1 to 63 of
63
with 100 items per page.
- W2775532042 abstract "For a given Lagrangian $L:[0,T]times Mtimes M^astrightarrow mathbb{R}_+$ and probability measures $muinmathcal{P}(M^ast)$, $nuin mathcal{P}(M)$, we introduce the stochastic ballistic transportation problems begin{align}tag{$star$} underline{B}(mu,nu):=infleft{mathbb{E}left[langle V,X_0rangle +int_0^T L(t,X,beta(t,X)),dtright]middlervert Vsimmu,X_Tsim nuright}tag{$starstar$} overline{B}(nu,mu):=supleft{mathbb{E}left[langle V,X_Trangle -int_0^T L(t,X,beta(t,X)),dtright]middlervert Vsimmu,X_0sim nuright} end{align} where $X$ is a diffusion process with drift $beta$. This cost is based on the stochastic optimal transport problem presented by Mikami and the deterministic ballistic transport introduced by Ghoussoub. We obtain a Kantorovich-style duality result that reformulates this problem in terms of solutions to the Hamilton-Jacobi-Bellman equation begin{equation*} frac{partialphi}{partial t}+frac{1}{2}Delta phi+H(t,x,nablaphi)=0, end{equation*} and show how optimal processes may be thereby attained." @default.
- W2775532042 created "2017-12-22" @default.
- W2775532042 creator A5004440950 @default.
- W2775532042 creator A5034810506 @default.
- W2775532042 date "2017-11-30" @default.
- W2775532042 modified "2023-09-27" @default.
- W2775532042 title "On Optimal Stochastic Ballistic Transports" @default.
- W2775532042 hasPublicationYear "2017" @default.
- W2775532042 type Work @default.
- W2775532042 sameAs 2775532042 @default.
- W2775532042 citedByCount "0" @default.
- W2775532042 crossrefType "posted-content" @default.
- W2775532042 hasAuthorship W2775532042A5004440950 @default.
- W2775532042 hasAuthorship W2775532042A5034810506 @default.
- W2775532042 hasConcept C114614502 @default.
- W2775532042 hasConcept C121332964 @default.
- W2775532042 hasConcept C2778023678 @default.
- W2775532042 hasConcept C2779557605 @default.
- W2775532042 hasConcept C2780897414 @default.
- W2775532042 hasConcept C33923547 @default.
- W2775532042 hasConcept C37914503 @default.
- W2775532042 hasConcept C44870925 @default.
- W2775532042 hasConcept C53469067 @default.
- W2775532042 hasConcept C54207081 @default.
- W2775532042 hasConcept C62520636 @default.
- W2775532042 hasConceptScore W2775532042C114614502 @default.
- W2775532042 hasConceptScore W2775532042C121332964 @default.
- W2775532042 hasConceptScore W2775532042C2778023678 @default.
- W2775532042 hasConceptScore W2775532042C2779557605 @default.
- W2775532042 hasConceptScore W2775532042C2780897414 @default.
- W2775532042 hasConceptScore W2775532042C33923547 @default.
- W2775532042 hasConceptScore W2775532042C37914503 @default.
- W2775532042 hasConceptScore W2775532042C44870925 @default.
- W2775532042 hasConceptScore W2775532042C53469067 @default.
- W2775532042 hasConceptScore W2775532042C54207081 @default.
- W2775532042 hasConceptScore W2775532042C62520636 @default.
- W2775532042 hasLocation W27755320421 @default.
- W2775532042 hasOpenAccess W2775532042 @default.
- W2775532042 hasPrimaryLocation W27755320421 @default.
- W2775532042 hasRelatedWork W104382933 @default.
- W2775532042 hasRelatedWork W1263336538 @default.
- W2775532042 hasRelatedWork W1492462720 @default.
- W2775532042 hasRelatedWork W1852605505 @default.
- W2775532042 hasRelatedWork W1930988816 @default.
- W2775532042 hasRelatedWork W2120857361 @default.
- W2775532042 hasRelatedWork W2433366794 @default.
- W2775532042 hasRelatedWork W2616666965 @default.
- W2775532042 hasRelatedWork W2811284950 @default.
- W2775532042 hasRelatedWork W2949326983 @default.
- W2775532042 hasRelatedWork W2950871141 @default.
- W2775532042 hasRelatedWork W2952826971 @default.
- W2775532042 hasRelatedWork W2962826052 @default.
- W2775532042 hasRelatedWork W2964079819 @default.
- W2775532042 hasRelatedWork W2980327584 @default.
- W2775532042 hasRelatedWork W2996172848 @default.
- W2775532042 hasRelatedWork W3013773518 @default.
- W2775532042 hasRelatedWork W3049505294 @default.
- W2775532042 hasRelatedWork W3104334606 @default.
- W2775532042 hasRelatedWork W3154008599 @default.
- W2775532042 isParatext "false" @default.
- W2775532042 isRetracted "false" @default.
- W2775532042 magId "2775532042" @default.
- W2775532042 workType "article" @default.