Optimal Control for Absolutely Continuous Stochastic Processes and the Mass Transportation Problem
Work
Year: 2002
Type: article
Abstract: We study the optimal control problem for $\mathbb{R}^d$-valued absolutely continuous stochastic processes with given marginal distributions at every time. When $d=1$, we show the existence and the uni... more
Author Toshio Mikami
Institution Hokkaido University
Cites: 20
Cited by: 32
Related to: 10
FWCI: 1.417
Citation percentile (by year/subfield): 85.7
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $675