New answers tagged oc.optimization-and-control
1
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(Sub)Optimality of random transport
The reference for the fact that $r$ gets matched to $F_B^{-1}(F_R(r))$ can be found in Theorem 2.9 of [1]. In one-dimensional optimal transport, this is known as the monotone map. I believe that the ...
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5
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Accepted
Which coupling minimises the following cyclic sum?
The sum in the excpected value is bounded below by $n$ (by the arithmetic-geometric mean inequality). The lower bound is achieved when all the variables are equal. Whence the value of you minimum is $...
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What do smooth signatures give you?
The signature of a bounded variation path characterizes this path up to tree like equivalence
B. Hambly, T. Lyons: Uniqueness for the signature of a path of bounded variation and the reduced path ...
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Elliptic PDEs in BSDEs and in optimal control
I’ll see if I have time to write a proper answer later, but if you consider stochastic games a form of control problem, then tug of war games are intimately connected to the $p$-Laplacian, which is an ...
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