Stochastic optimal transportation : stochastic control with fixed marginals

• Material Type: 図書
• ISBN: 9789811617546 (electronic bk.); 9811617546 (electronic bk.); 9811617538; 9789811617539
• ISSN (series): 2191-8198
• Title: Stochastic optimal transportation : stochastic control with fixed marginals
• Author/Editor: Toshio Mikami
• Series Title: SpringerBriefs in mathematics
• Title Heading: SpringerBriefs in mathematics, 2191-8198
• Author Heading: 三上, 敏夫 ミカミ, トシオ ( 01012104 )Authorities
• Publication, Distribution, etc.: Singapore : Springer (出版)
• Publication Date: [2021]
• Publication Date (W3CDTF): 2021
• Extent: xi, 121 pages
• Size: 24 cm
• Place of Publication (Country Code): SG
• Text Language Code: eng
• Content Type: text
• Media Type: unmediated
• Carrier Type: volume
• Subject Heading: Stochastic processes; Transportation--Statistical methods; Stochastic Processes; Processus stochastiques; Stochastic processes.; Transportation--Statistical methods.; Processos estocàstics.
• LCC: QA274
• DDC: 519.2/3
• NDLC: MA211
• Target Audience: 一般
• Note (Bibliography): Includes bibliographical references
• Collection (particular): 日本関係外国語図書
• Holding library: 国立国会図書館
• Call No.: MA211-D27
• Related Material (DOI): 10.1007/978-981-16-1754-6
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 031427372; http://id.ndl.go.jp/bib/031427372
• Cataloging Rule: RDA
• Bibliographic Record Category (NDL): 211

• Contents: Chapter 1. IntroductionChapter 2. Stochastic optimal transportation problemChapter 3. Marginal problem...
• Summary, etc.: In this book, the optimal transportation problem (OT) is described as a variational problem for absolutely continuous stochastic processes with fixed ...