Limit laws for empirical optimal solutions in random linear programs
DOI10.1007/S10479-022-04698-0zbMATH Open1492.90105OpenAlexW4225264471MaRDI QIDQ2159558FDOQ2159558
Authors: Marcel Klatt, Axel Munk, Yoav Zemel
Publication date: 1 August 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-022-04698-0
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Asymptotic distribution theory in statistics (62E20) Linear programming (90C05) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Duality theory (optimization) (49N15)
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Cited In (9)
- Asymptotics of discrete Schrödinger bridges via chaos decomposition
- The expected number of extreme points of a random linear program
- A unifying approach to distributional limits for empirical optimal transport
- Empirical optimal transport under estimated costs: distributional limits and statistical applications
- Limit theorems for entropic optimal transport maps and Sinkhorn divergence
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces
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