4 citations · 5 across the 3 of their papers we have counts for
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math.OC2018★ 1 cited
Existence, Duality, and Cyclical monotonicity for weak transport costs
Julio Backhoff Veraguas, Mathias Beiglboeck, Gudmund Pammer
The optimal weak transport problem has recently been introduced by Gozlan et.\ al. We provide general existence and duality results for these problems on arbitrary Polish spaces, a…
math.OC2018
Extended Mean Field Control Problems: stochastic maximum principle and transport perspective
Beatrice Acciaio, Julio Backhoff-Veraguas, Rene Carmona
We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. W…