Aaron Palmer

The optimal transport problem provides a fundamental and quantitative way to measure the distance between probability distributions. Recently, it has been successfully used to analyze the evolutionary dynamics in physics and biology. Motivated by...

The optimal transport problem provides a fundamental and quantitative way to measure the distance between probability distributions. Recently, it has been successfully used to analyze the evolutionary dynamics in physics and biology. Motivated by...

Optimal stopping problems can be viewed as a problem to calculate the space and time dependent value function, which solves a nonlinear, possibly non-smooth and degenerate, parabolic PDE known as an Hamilton-Jacobi-Bellman (HJB) equation. These...

Optimal transport (OT) problems, initiated by G. Monge 200 years ago and refined by L. Kantorovich in the 1940’s, provide --among other things-- a quantitative way for measuring correlations between probability distributions. Martingale optimal...

Multiplayer games model the behavior of competing agents, and we are interested in the structure that emerges when the number of agents is large. The Dyson and Coulomb games are N-agent dynamic games that admit well studied models of statistical...

The optimal transport problem provides a fundamental and quantitative way to measure the distance between probability distributions. Recently, it has been successfully used to analyze the evolutionary dynamics in physics and biology. Motivated by...