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Stochastic Optimal Transportation
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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.
Undertitel
Stochastic Control with Fixed Marginals
Författare
Toshio Mikami
Upplaga
1st ed. 2021
ISBN
9789811617539
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2021-06-16
Sidor
121