3 papers
math.OC2026
Optimal transportation under McKean-Vlasov dynamics
Camilo Hernández, Ludovic Tangpi
We study a broad class of stochastic transport problems under controlled McKean-Vlasov dynamics, allowing control of both drift and volatility, with weak terminal constraints. In c…
math.PR2025
Marginal flows of non-entropic weak Schrödinger bridges
Camilo Hernández, Ludovic Tangpi
This paper introduces a dynamic formulation of divergence-regularized optimal transport with weak targets on the path space. In our formulation, the classical relative entropy pena…
math.OC2024
Closed-loop equilibria for Stackelberg games: a story about stochastic targets
Camilo Hernández, Nicolás Hernández Santibáñez, Emma Hubert +1
We provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with…