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Nested Sinkhorn Divergence To Compute The Nested Distance

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Publication:6360299

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DOI10.1007/s10287-021-00415-7arXiv2102.05413MaRDI QIDQ6360299

Michael Weinhardt, Alois Pichler

Publication date: 10 February 2021

Mathematics Subject Classification ID

Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) General theory of stochastic processes (60G07) Operations research and management science (90Bxx)

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