Limit laws for empirical optimal solutions in random linear programs
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Publication:2159558
DOI10.1007/s10479-022-04698-0zbMath1492.90105OpenAlexW4225264471MaRDI QIDQ2159558
Yoav Zemel, Axel Munk, Marcel Klatt
Publication date: 1 August 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-022-04698-0
Asymptotic distribution theory in statistics (62E20) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Stochastic programming (90C15) Duality theory (optimization) (49N15)
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Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces ⋮ Limit theorems for entropic optimal transport maps and Sinkhorn divergence
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Cites Work
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