Geometry of vectorial martingale optimal transportations and duality
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Publication:6120844
DOI10.1007/S10107-023-01954-4arXiv1611.01496OpenAlexW4362720611MaRDI QIDQ6120844
Publication date: 21 February 2024
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.01496
dualitymartingaleinfinite-dimensional linear programmingoptimal transportdual attainmentextremal correlation structure
Linear programming (90C05) Transportation, logistics and supply chain management (90B06) Microeconomic theory (price theory and economic markets) (91B24)
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Cites Work
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