Geometry of vectorial martingale optimal transportations and duality

DOI10.1007/s10107-023-01954-4arXiv1611.01496OpenAlexW4362720611MaRDI QIDQ6120844

Tongseok Lim

Publication date: 21 February 2024

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.01496

zbMATH Keywords

dualitymartingaleinfinite-dimensional linear programmingoptimal transportdual attainmentextremal correlation structure

Mathematics Subject Classification ID

Linear programming (90C05) Transportation, logistics and supply chain management (90B06) Microeconomic theory (price theory and economic markets) (91B24)

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