Optimal solutions of multivariate coupling problems
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Publication:4863904
DOI10.4064/am-23-3-325-338zbMath0844.62047MaRDI QIDQ4863904
Publication date: 1 September 1996
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/219135
nonconvex optimization; duality theory; optimal transportation; explicit criterion; c-convex functions; multivariate optimal coupling problems
62H20: Measures of association (correlation, canonical correlation, etc.)
90C25: Convex programming
60A10: Probabilistic measure theory
49N15: Duality theory (optimization)
49M99: Numerical methods in optimal control
62B99: Sufficiency and information
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