We solve optimal transportation problem using stochastic optimal control theory. Indeed, for a super linear cost at most quadratic at infinity, we prove Kantorovich duality theore...
This article is devoted to adverse selection problems in which individual private information is a whole utility function and cannot be reduced to some finite-dimensional parameter...
The paper presents a topology-based visualization method for time-dependent two-dimensional vector elds. A time interpolation enables the accurate tracking of critical points and ...
Xavier Tricoche, Thomas Wischgoll, Gerik Scheuerma...
The uniformity principle for traced monoidal categories has been introduced as a natural generalization of the uniformity principle (Plotkin's principle) for fixpoint operato...
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
Alexander Shapiro, Tito Homem-de-Mello, Joocheol K...