Authors:
- Shows the SOT problem to be partly the generalization of the OT problem and partly Schrödinger's problem
- Explains fundamental results of the stochastic optimal transportation problem, including duality theorem
- Encompasses the zero-noise limit, the Lipschitz continuity, and the semiconcavity of Schrödinger's problem
Part of the book series: SpringerBriefs in Mathematics (BRIEFSMATH)
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Table of contents (3 chapters)
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Front Matter
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Back Matter
About this book
Authors and Affiliations
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Department of Mathematics, Tsuda University, Tokyo, Japan
Toshio Mikami
Bibliographic Information
Book Title: Stochastic Optimal Transportation
Book Subtitle: Stochastic Control with Fixed Marginals
Authors: Toshio Mikami
Series Title: SpringerBriefs in Mathematics
DOI: https://doi.org/10.1007/978-981-16-1754-6
Publisher: Springer Singapore
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2021
Softcover ISBN: 978-981-16-1753-9Published: 16 June 2021
eBook ISBN: 978-981-16-1754-6Published: 15 June 2021
Series ISSN: 2191-8198
Series E-ISSN: 2191-8201
Edition Number: 1
Number of Pages: XI, 121
Number of Illustrations: 15 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Differential Geometry, Analysis, Functional Analysis, Measure and Integration