Optimal solutions of multivariate coupling problems

DOI10.4064/am-23-3-325-338zbMath0844.62047OpenAlexW1589129256MaRDI QIDQ4863904

Ludger Rüschendorf

Publication date: 1 September 1996

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219135

zbMATH Keywords

nonconvex optimizationduality theoryoptimal transportationexplicit criterionc-convex functionsmultivariate optimal coupling problems

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Convex programming (90C25) Probabilistic measure theory (60A10) Duality theory (optimization) (49N15) Numerical methods in optimal control (49M99) Sufficiency and information (62B99)

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