5 citations · 6 across the 5 of their papers we have counts for
3 papers · 1 filter
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…