论文标题
关于Lagrangian公式的最佳运输的评论
A remark on the Lagrangian formulation of optimal transport with a non-convex cost
论文作者
论文摘要
我们研究了一类Monge-Kantorovich最佳运输问题的拉格朗日公式。对于绝对连续的随机过程，它可以被认为是随机的最佳运输问题。所考虑的成本函数和随机过程不是凸，并且几乎肯定地具有界限的时间衍生物。本文是第二作者的硕士论文的延续。
We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and stochastic processes under consideration is not convex and have essentially bounded time derivatives almost surely, respectively. This paper is a continuation of the second author's master thesis.
