9 papers
Optimal control of COVID-19 infection rate considering social costs
Aaron Z. Palmer, Zelda B. Zabinsky, Shan Liu
The COVID-19 pandemic has posed a policy making crisis where efforts to slow down or end the pandemic conflict with economic priorities. This paper provides mathematical analysis o…
Hidden convexity in a problem of nonlinear elasticity
Nassif Ghoussoub, Young-Heon Kim, Hugo Lavenant +1
We study compressible and incompressible nonlinear elasticity variational problems in a general context. Our main result gives a sufficient condition for an equilibrium to be a glo…
Optimal Stopping of Stochastic Transport Minimizing Submartingale Costs
Nassif Ghoussoub, Young-Heon Kim, Aaron Zeff Palmer
Given a stochastic state process and a real-valued submartingale cost process , we characterize optimal stopping times that minimize the expectation of …
Stochastic optimal transport with free end time
Samer Dweik, Nassif Ghoussoub, Young-Heon Kim +1
We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free…
Optimal Controlled Transports with Free End Times Subject to Import/Export Tariffs
Samer Dweik, Nassif Ghoussoub, Aaron Zeff Palmer
We analyze controlled mass transportation plans with free end-time that minimize the transport cost induced by the generating function of a Lagrangian within a bounded domain, in a…
A solution to the Monge transport problem for Brownian martingales
Nassif Ghoussoub, Young-Heon Kim, Aaron Zeff Palmer
We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the…