Approximation of optimal transport problems with marginal moments constraints

DOI10.1090/mcom/3568zbMath1455.49018arXiv1905.05663OpenAlexW3088776952MaRDI QIDQ5145096

Aurélien Alfonsi, Damiano Lombardi, Rafaël Coyaud, Virginie Ehrlacher

Publication date: 20 January 2021

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.05663

zbMATH Keywords

martingale optimal transport

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete approximations in optimal control (49M25) Numerical methods of relaxation type (49M20) Optimal transportation (49Q22)

Related Items (6)

Optimal transportation, modelling and numerical simulation ⋮ Building Kohn-Sham potentials for ground and excited states ⋮ Constrained overdamped Langevin dynamics for symmetric multimarginal optimal transportation ⋮ Genetic Column Generation: Fast Computation of High-Dimensional Multimarginal Optimal Transport Problems ⋮ Universal diagonal estimates for minimizers of the Levy-Lieb functional ⋮ A Global Optimization Approach for Multimarginal Optimal Transport Problems with Coulomb Cost

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