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  • Stochastic Control with Fixed Marginals
    Toshio Mikami
    978-981-16-1754-6
    2021
    Edition 1
    • 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

    €140

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