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math.AP2018
The Dyson and Coulomb games
René Carmona, Mark Cerenzia, Aaron Zeff Palmer
We introduce and investigate certain player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that t…
math.AP2018
PDE Methods For Optimal Skorokhod Embeddings
Nassif Ghoussoub, Young-Heon Kim, Aaron Zeff Palmer
We consider cost minimizing stopping time solutions to Skorokhod embedding problems, which deal with transporting a source probability measure to a given target measure through a s…
math.OC2018
Optimal Transport with Controlled Dynamics and Free End Times
Nassif Ghoussoub, Young-Heon Kim, Aaron Zeff Palmer
We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport…