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math.OC2019
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…
math.OC2018
Sharp semi-concavity in a non-autonomous control problem and estimates in an optimal-exit MFG
Samer Dweik, Guilherme Mazanti
This paper studies a mean field game inspired by crowd motion in which agents evolve in a compact domain and want to reach its boundary minimizing the sum of their travel time and…
math.OC2018
bounds for boundary-to-boundary transport densities, and bounds for the BV least gradient problem in 2D
Filippo Santambrogio, Samer Dweik
The least gradient problem (minimizing the total variation with given boundary data) is equivalent, in the plane, to the Beckmann minimal-flow problem with source and target measur…