Optimal solutions of multivariate coupling problems

DOI10.4064/AM-23-3-325-338MaRDI QIDQ4863904zbMATH OpenOpenAlexFDO

Authors 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 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)

Recommendations

• scientific article; zbMATH DE number 1163798
• Optimal coupling of multivariate distributions and stochastic processes
• Optimal solution of a Monge-Kantorovitch transportation problem
• scientific article; zbMATH DE number 1285879
• On \(c\)-optimal random variables

Cited in

(25)

• The Monge problem for strictly convex norms in \(\mathbb R^d\)
• Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem
• Optimal coupling of multivariate distributions and stochastic processes
• On the \(n\)-coupling problem
• Optimal solution of a Monge-Kantorovitch transportation problem
• The geometry of optimal transportation
• The Monge problem in Banach spaces
• Optimal transportation, topology and uniqueness
• A remark on the optimal transport between two probability measures sharing the same copula
• Geometry of distribution-constrained optimal stopping problems
• General construction and classes of explicit \(L^1\)-optimal couplings
• Caractérisation d'une solution optimale au problème de Monge-Kantorovitch
• Graph-structured tensor optimization for nonlinear density control and mean field games
• A characterization of random variables with minimum \(L^ 2\)-distance
• Central limit theorems for general transportation costs
• On \(c\)-optimal random variables
• Optimal transport and Skorokhod embedding
• Construction of the Optimal Joint Distribution of Two Random Variables
• Duality for optimal couplings in free probability
• scientific article; zbMATH DE number 1405947 (Why is no real title available?)
• scientific article; zbMATH DE number 1163798 (Why is no real title available?)
• A theorem of stochastic representation related to Monge-Kantorovich problem
• Measurability of optimal transportation and strong coupling of martingale measures
• Optimal couplings are totally positive and more
• A note on the deficit of the logarithmic Sobolev inequality

This page was built for publication: Optimal solutions of multivariate coupling problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4863904)