The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod embedding problem in Beiglböck, Cox & Huesmann [1] to the case of finitely-many marginal constraints1. Using the classical convex duality approach together with th...

We solve optimal transportation problem using stochastic optimal control theory. Indeed, for a super linear cost at most quadratic at infinity, we prove Kantorovich duality theorem by a zero noise limit (or vanishing viscosity) argument.. We also obtain a characterization of the support of an optimal measure in Monge-Kantorovich minimization problem (MKP) as a graph. Our key tool is a duality r...

the objective of this study was to develop a cost minimizing pattern for cube sugar and sugar transportation from production centers to refinement and storage centers and finally to distribution and consumption  centers in  fars province. producing centers are marvdasht (27.3%), eghlid (27.9%), fasa (11.3%), kavar (7.3%) and mamasani (20.2%). some of the province’s cube sugar and sugar is provi...