A new class of costs for optimal transport planning
From MaRDI portal
Publication:5242588
DOI10.1017/S0956792518000669zbMath1435.90143WikidataQ128898729 ScholiaQ128898729MaRDI QIDQ5242588
Guy Bouchitté, Jean Jacques Alibert, Thierry Champion
Publication date: 12 November 2019
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Numerical methods involving duality (49M29) Optimality conditions and duality in mathematical programming (90C46) Spaces of measures, convergence of measures (28A33) Linear optimal control problems (49N05)
Related Items
Unbalanced optimal total variation transport problems and generalized Wasserstein barycenters, Weak monotone rearrangement on the line, Weak transport for non‐convex costs and model‐independence in a fixed‐income market, Weak Optimal Transport with Unnormalized Kernels, Lipschitz continuity of the Wasserstein projections in the convex order on the line, On Radon barycenters of measures on spaces of measures, Stability of the weak martingale optimal transport problem, The nonlinear Kantorovich transportation problem with nonconvex costs, On Kantorovich problems with a parameter, Unnamed Item, Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability, Sampling of probability measures in the convex order by Wasserstein projection, Applications of weak transport theory, Shadow couplings, Shadow martingales -- a stochastic mass transport approach to the peacock problem, Adapted Wasserstein distances and stability in mathematical finance, Existence, duality, and cyclical monotonicity for weak transport costs, Existence of solutions to the nonlinear Kantorovich transportation problem, Nonlinear Kantorovich problems with a parameter, Stability of martingale optimal transport and weak optimal transport
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the Monge-Kantorovich problem with additional linear constraints
- On a problem of optimal transport under marginal martingale constraints
- Model-independent bounds for option prices -- a mass transport approach
- Stability of the shadow projection and the left-curtain coupling
- Infimum-convolution description of concentration properties of product probability measures, with applications
- Convex analysis and measurable multifunctions
- Complete duality for martingale optimal transport on the line
- Structure of optimal martingale transport plans in general dimensions
- An elementary proof of the polar factorization of vector-valued functions
- A measure concentration inequality for contracting Markov chains
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Kantorovich duality for general transport costs and applications
- Dual attainment for the martingale transport problem
- ROBUST BOUNDS FOR FORWARD START OPTIONS
- The Existence of Probability Measures with Given Marginals
- Optimal Transport
