Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Stochastic Optimal Transportation

Stochastic Optimal Transportation

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9789811617539
Condition
New
Product Description

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. Also described is Schrdingers problem, which is originally a variational problem for one-step random walks with fixed initial and terminal distributions. The stochastic optimal transportation problem (SOT) is then introduced as a generalization of the OT, i.e., as a variational problem for semimartingales with fixed initial and terminal distributions. An interpretation of the SOT is also stated as a generalization of Schrdingers problem. After the brief introduction above, the fundamental results on the SOT are described: duality theorem, a sufficient condition for the problem to be finite, forwardbackward stochastic differential equations (SDE) for the minimizer, and so on. The recent development of the superposition principle plays a crucial role in the SOT. A systematic method is introducedto consider two problems: one with fixed initial and terminal distributions and one with fixed marginal distributions for all times. By the zero-noise limit of the SOT, the probabilistic proofs to Monges problem with a quadratic cost and the duality theorem for the OT are described. Also described are the Lipschitz continuity and the semiconcavity of Schrdingers problem in marginal distributions and random variables with given marginals, respectively. As well, there is an explanation of the regularity result for the solution to Schrdingers functional equation when the space of Borel probability measures is endowed with a strong or a weak topology, and it is shown that Schrdingers problem can be considered a class of mean field games. The construction of stochastic processes with given marginals, called the marginal problem for stochastic processes, is discussed as an application of the SOT and the OT.

Available Colors
Available Sizes
1 Offer Price Range: $54.99 - $54.99
BEST PRICE

Single Product Purchase

$54.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$54.99 $54.99

$54.99
See Site In stock Visit Store

Similar Products

H. Rietschels Lehrbuch der Heiz- und Lftungstechnik

$49.99

Layoutsynthese elektronischer Schaltungen

$39.99

How to Make Healthy and Delicious Snacks

$4.46

Metabolismus

$59.99

Nonconvex Optimization in Mechanics

$219.99

Animation and Memory

$119.99

Don't Judge Me

$5.99

Aspekte qualitativer Sozialforschung

$59.99

A Course in Calculus and Real Analysis

$69.99

Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problem

$54.99

Advances in Medical and Surgical Cornea

$84.99

Thoraxchirurgie fr den Allgemein- und Viszeralchirurgen

$79.99

Untersuchung von Zylinderschneckentrieben mit rechtwinklig sich kreuzenden Achsen

$59.99

Mathematics Instructional Practices in Singapore Secondary Schools

$109.99

Methodology, Metaphysics and the History of Science

$219.99

Gene Manipulation in Plant Improvement II

$54.99

Reading MRI of the Prostate

$139.99

Psychopharmacology of Aversively Motivated Behavior

$39.99

Strukturaufklrung mit moderner NMR-Spektroskopie

$39.99

Popularmusik in der digitalen Mediamorphose

$69.99

Phonics Chapter Book - Level 1: A Bag of Tricks

$6.74

Literarisches Rokoko

$29.99

Formulas, Facts, and Constants

$74.99

Atlas of Confocal Laser Scanning In-vivo Microscopy in Ophthalmology

$99.00

Transactions on Rough Sets V

$54.99

Issues and Reviews in Teratology

$39.99

Psychological Economics

$39.99

Experimental Biology

$39.99

Applications of Artificial Intelligence in Engineering Problems

$84.99

Natural and Laboratory Simulated Thermal Geochemical Processes

$169.99

Work, Learning and Sustainable Development

$219.99

Gurdjieff and Hypnosis

$84.99

Deutsches Strafrecht

$59.99

Agricultural Applications

$74.99

Tohoku Recovery

$84.99

Affirmative Intervention to Support Multispecies Relationships

$149.99

Statistical Models and Methods for Financial Markets

$119.99

Nazi-Organized Recreation and Entertainment in the Third Reich

$109.99

Risk Analysis and Decision Processes

$84.99

Structure and Synthesis of PID Controllers

$169.99