Causal optimal transport value between finite-state Markov source and diffusion target is characterized by a nonlinear parabolic master equation on enlarged state space and shown equivalent to Kushner-Stratonovich filtering control with zero-mean condition and state-constrained control.
Bicausal optimal transport for sdes with irregular coefficients
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Analytical Approach to Continuous-Time Causal Optimal Transport
Causal optimal transport value between finite-state Markov source and diffusion target is characterized by a nonlinear parabolic master equation on enlarged state space and shown equivalent to Kushner-Stratonovich filtering control with zero-mean condition and state-constrained control.