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math.AP2013
Infinite horizon value functions in the Wasserstein spaces
Ryan Hynd, Hwa Kil Kim
We perform a systematic study of optimization problems in the Wasserstein spaces that are analogs of infinite horizon, deterministic control problems. We derive necessary condition…
math.AP2013
Value functions in the Wasserstein spaces: finite time horizons
Ryan Hynd, Hwa Kil Kim
We study analogs of value functions arising in classical mechanics in the space of probability measures endowed with the Wasserstein metric , for . Our main result…