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Optimal transportation with free end-times Palmer, Aaron

Description

We explore a dynamic formulation of the optimal transportation problem with the additional freedom to choose the end-time of each trajectory. The dual problem is then posed with a Hamilton-Jacobi variational inequality, which we analyze with the method of viscosity solutions. We find properties that imply the optimal stopping-time is the hitting-time of the free boundary to the variational inequality. Joint work with N. Ghoussoub and Y.H. Kim.

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Attribution-NonCommercial-NoDerivatives 4.0 International