Optimal solutions of multivariate coupling problems

DOI10.4064/AM-23-3-325-338zbMATH Open0844.62047OpenAlexW1589129256MaRDI QIDQ4863904FDOQ4863904

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

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zbMATH Keywords

nonconvex optimizationoptimal transportationduality theoryexplicit criterionc-convex functionsmultivariate optimal coupling problems

Mathematics Subject Classification ID

Convex programming (90C25) Measures of association (correlation, canonical correlation, etc.) (62H20) Duality theory (optimization) (49N15) Probabilistic measure theory (60A10) Sufficiency and information (62B99) Numerical methods in optimal control (49M99)

Cited In (22)

• Construction of the Optimal Joint Distribution of Two Random Variables
• General construction and classes of explicit \(L^1\)-optimal couplings
• Graph-structured tensor optimization for nonlinear density control and mean field games
• Title not available (Why is that?)
• Optimal solution of a Monge-Kantorovitch transportation problem
• On \(c\)-optimal random variables
• A note on the deficit of the logarithmic Sobolev inequality
• Optimal coupling of multivariate distributions and stochastic processes
• On the \(n\)-coupling problem
• A theorem of stochastic representation related to Monge-Kantorovich problem
• Optimal couplings are totally positive and more
• Central limit theorems for general transportation costs
• The Monge problem in Banach spaces
• Optimal transportation, topology and uniqueness
• Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem
• Title not available (Why is that?)
• Caractérisation d'une solution optimale au problème de Monge-Kantorovitch
• Optimal transport and Skorokhod embedding
• Geometry of distribution-constrained optimal stopping problems
• The Monge problem for strictly convex norms in \(\mathbb R^d\)
• A characterization of random variables with minimum \(L^ 2\)-distance
• The geometry of optimal transportation

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