Wilfrid Gangbo

Motivated by parallels between mean eld games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equa- tions in the setting of non-commutative variables. Rather than real vectors, the...

Gangbo, Gui and Esedoglu will be around for a week or so in January as part of the CRG. There will be a dinner party hosted at Nassif's house in the evening of January 17th to which all attendees are invited. Location: MATX 1100 ( map) 9:30 - 10:00...

Optimal Transport theory emerged more than two centuries ago as an engineering problem posed by Gaspard Monge just before the French revolution. Its rich mathematical structure was first revealed by the Russian Nobel-prize winner Kantorovich during...

A video of this event is available on mathtube.org. We initiate the study of optimal transportation of exact differential k–forms and introduce various distances as minimal actions. Our study involves dual maximization problems with constraints on...