Convex duality in nonlinear optimal transport
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Functional Analysis"
DOI: 10.1016/j.jfa.2019.04.010
Abstract: This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and… read more here.
Keywords: nonlinear optimal; convex duality; problem; duality nonlinear ... See more keywords
Duality for Nonlinear Filtering I: Observability
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2023.3279206
Abstract: This paper is concerned with the development and use of duality theory for a hidden Markov model (HMM) with white noise observations. The main contribution of this work is to introduce a backward stochastic differential… read more here.
Keywords: duality; duality nonlinear; control; observability ... See more keywords