A Linear Equation on the Set of Probability Vectors on Graphs
Analysis of PDEs
2023-08-01 v1 Optimization and Control
Probability
Abstract
In this paper we investigate solutions to a linear Hamilton-Jacobi equations in the Wasserstein space of probability vectors on a finite simply connected graph. We prove that there exists a solution under the assumption that the initial value function is Fr\'echet continuously differentiable.
Keywords
Cite
@article{arxiv.2307.16329,
title = {A Linear Equation on the Set of Probability Vectors on Graphs},
author = {Miho Kasai},
journal= {arXiv preprint arXiv:2307.16329},
year = {2023}
}