On \(c\)-optimal random variables
From MaRDI portal
Publication:1916204
DOI10.1016/0167-7152(95)00078-XzbMath0847.62046OpenAlexW2088571231MaRDI QIDQ1916204
Publication date: 2 July 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00078-x
characterizationoptimal couplingsmarginal problem\(c\)-cyclically monotone functionsgeneralized subgradients of \(c\)-convex functionsminimal \(\ell_ p\)-metrics
Related Items
A saddle-point approach to the Monge-Kantorovich optimal transport problem, Prescription of Gauss curvature using optimal mass transport, Entropic Measure on Multidimensional Spaces, Limit laws for empirical optimal solutions in random linear programs, The Monge problem in Banach spaces, The geometry of optimal transportation, The Monge problem for strictly convex norms in \(\mathbb R^d\), Prescription of Gauss curvature on compact hyperbolic orbifolds, On the twist condition and \(c\)-monotone transport plans, Remarks on Afriat's theorem and the Monge-Kantorovich problem, A non‐linear monotonicity principle and applications to Schrödinger‐type problems, Optimal measure transportation with respect to non-traditional costs, Wasserstein distance on configuration space, Optimal transport approach to Michael-Simon-Sobolev inequalities in manifolds with intermediate Ricci curvature lower bounds, Measuring linear correlation between random vectors, Remarks on the Monge-Kantorovich problem in the discrete setting, Convex geometry and its applications. Abstracts from the workshop held December 12--18, 2021 (hybrid meeting), A class of multi-marginal \(c\)-cyclically monotone sets with explicit \(c\)-splitting potentials, Multi-marginal maximal monotonicity and convex analysis, Optimal mass transportation in the Heisenberg group., Density Functional Theory and Optimal Transportation with Coulomb Cost, On the sufficiency of \(c\)-cyclical monotonicity for optimality of transport plans, Duality for Borel measurable cost functions, Existence of optimal transport maps for crystalline norms, An algorithm to approximate the optimal expected inner product of two vectors with given marginals, Optimal and better transport plans, A theorem of stochastic representation related to Monge-Kantorovich problem, A Rockafellar-type theorem for non-traditional costs, Multivariate comonotonicity, Existence of optimal maps in the reflector-type problems, Cyclical monotonicity and the ergodic theorem, Optimal transportation, topology and uniqueness
Cites Work
- Unnamed Item
- Unnamed Item
- Optimal coupling of multivariate distributions and stochastic processes
- On Hoeffding-Fréchet bounds and cyclic monotone relations
- A characterization of random variables with minimum \(L^ 2\)-distance
- A general duality theorem for marginal problems
- Zur c-konvexität und c-subdifferenzierbarkelt von funktionalen
- Optimal solutions of multivariate coupling problems
- Mass transhipment problems and ideal metrics
