Limit laws for empirical optimal solutions in random linear programs

Asymptotic distribution theory in statistics (62E20) Linear programming (90C05) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Duality theory (optimization) (49N15)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
The earth mover's distance as a metric for image retrieval
Computational Optimal Transport: With Applications to Data Science
The geometry of optimal transportation
Robust clustering tools based on optimal transportation
Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
Foundations of Modern Probability
Real Analysis and Probability
Linear and nonlinear programming.
Convolutional Wasserstein distances: efficient optimal transportation on geometric domains
Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
On \(c\)-optimal random variables
Triangulations. Structures for algorithms and applications
A convexity principle for interacting gases
Ricci curvature for metric-measure spaces via optimal transport
The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
The Variational Formulation of the Fokker--Planck Equation
Approaches to sensitivity analysis in linear programming
Duality theorems for marginal problems
Note on the optimal transportation of distributions
Conditioning as disintegration
Continuity of Some Convex-Cone-Valued Mappings
Linear programming under uncertainty
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
The Distribution of a Product from Several Sources to Numerous Localities
Stability of a 4th-order curvature condition arising in optimal transport theory
Pivot rules for linear programming: A survey on recent theoretical developments
A Characterization of Stability in Linear Programming
On the Probability Distribution of the Optimum of a Random Linear Program
Variation of cost functions in integer programming
Advances in sensitivity analysis and parametric programming
A Lipschitzian Characterization of Convex Polyhedra
A linear optimal transportation framework for quantifying and visualizing variations in sets of images
The allocation of aircraft to routes -- an example of linear programming under uncertain demand
Density Functional Theory and Optimal Transportation with Coulomb Cost
Exact solutions to the transportation problem on the line
Asymptotic analysis of stochastic programs
Lifting projections of convex polyhedra
Convergence of Baire measures
On the Continuity of the Optimal Policy Set for Linear Programs
An analysis of degeneracy
Sensitivity analysis in linear optimization: invariant support set intervals
Monge-Kantorovich depth, quantiles, ranks and signs
Asymptotic Behavior of Optimal Solutions in Stochastic Programming
METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
Remark on the Constraint Sets in Linear Programming
Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
Statistical inference of stochastic optimization problems
The continuity of the optimum in parametric programming and applications to stochastic programming
Generalized Delta Theorems for Multivalued Mappings and Measurable Selections
A Method for the Solution of the Distribution Problem of Stochastic Linear Programming
Empirical optimal transport on countable metric spaces: distributional limits and statistical applications
Inference for Empirical Wasserstein Distances on Finite Spaces
A Note On The Uniqueness Of Solutions To The Transportation Problem
Empirical Regularized Optimal Transport: Statistical Theory and Applications
Lectures on Stochastic Programming: Modeling and Theory, Third Edition

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

Uses Software

EMD
Wasserstein GAN

This page was built for publication: Limit laws for empirical optimal solutions in random linear programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2159558)