Applications of weak transport theory

DOI10.3150/21-BEJ1346MaRDI QIDQ2073218

Gudmund Pammer, J. Backhoff-Veraguas

Publication date: 1 February 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.05338

zbMATH Keywords

dualityoptimal mechanism designcyclical monotonicitySchrödinger problemBrenier-Strassen theoremlinear transferssemimartingale transportweak transport problem

Mathematics Subject Classification ID

Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05) Optimal transportation (49Q22)

Related Items (9)

Weak transport for non‐convex costs and model‐independence in a fixed‐income market ⋮ Weak Optimal Transport with Unnormalized Kernels ⋮ Lipschitz continuity of the Wasserstein projections in the convex order on the line ⋮ Stability of the weak martingale optimal transport problem ⋮ The nonlinear Kantorovich transportation problem with nonconvex costs ⋮ On Kantorovich problems with a parameter ⋮ Unnamed Item ⋮ Existence of solutions to the nonlinear Kantorovich transportation problem ⋮ Nonlinear Kantorovich problems with a parameter

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