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)

Related Items (14)

Geometry of distribution-constrained optimal stopping problems ⋮ The Monge problem in Banach spaces ⋮ The geometry of optimal transportation ⋮ On \(c\)-optimal random variables ⋮ The Monge problem for strictly convex norms in \(\mathbb R^d\) ⋮ A note on the deficit of the logarithmic Sobolev inequality ⋮ On the \(n\)-coupling problem ⋮ Caractérisation d'une solution optimale au problème de Monge-Kantorovitch ⋮ A theorem of stochastic representation related to Monge-Kantorovich problem ⋮ Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem ⋮ Optimal solution of a Monge-Kantorovitch transportation problem ⋮ General construction and classes of explicit \(L^1\)-optimal couplings ⋮ Optimal transportation, topology and uniqueness ⋮ Optimal transport and Skorokhod embedding

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