Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems
De Giuseppe Savaré
Sums of squares approximations in polynomial optimization: performance analysis and degree bounds
De Monique Laurent
Apparaît dans les collections : Advances in stochastic analysis for risk modeling / Avancées en analyse stochastique pour la modélisation des risques, Exposés de recherche
Following the seminal work by Benamou and Brenier on the time continuous formulation of the optimal transport problem, we show how optimal transport techniques can be used in various areas, ranging from "the reconstruction problem" cosmology to a problem of volatility calibration in finance.