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Stochastic Optimal Transportation
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Stochastic Optimal Transportation

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.
Undertittel
Stochastic Control with Fixed Marginals
Forfatter
Toshio Mikami
Opplag
1st ed. 2021
ISBN
9789811617539
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
16.6.2021
Antall sider
121