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On \(c\)-optimal random variables - MaRDI portal

On \(c\)-optimal random variables (Q1916204)

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scientific article; zbMATH DE number 896088
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English
On \(c\)-optimal random variables
scientific article; zbMATH DE number 896088

    Statements

    On \(c\)-optimal random variables (English)
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    2 July 1996
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    \(c\)-cyclically monotone functions
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    marginal problem
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    minimal \(\ell_ p\)-metrics
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    characterization
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    optimal couplings
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    generalized subgradients of \(c\)-convex functions
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    Identifiers