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Causal Transport in Discrete Time and Applications

  • Published:2017-01 Issue:4 Volume:27 Page:2528-2562
  • ISSN:1052-6234
  • Container-title:SIAM Journal on Optimization
  • language:en
  • Short-container-title:SIAM J. Optim.

Author:

Backhoff Julio,Beiglböck Mathias,Lin Yiqing,Zalashko Anastasiia

Funder

Austrian Science Fund

H2020 European Research Council

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Theoretical Computer Science,Software

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2. Distributionally Robust Kalman Filter Fusion for Multi-sensor System;2024 39th Youth Academic Annual Conference of Chinese Association of Automation (YAC);2024-06-07

3. Computational methods for adapted optimal transport;The Annals of Applied Probability;2024-02-01

4. A note on the adapted weak topology in discrete time;Electronic Communications in Probability;2024-01-01

5. Continuity of the martingale optimal transport problem on the real line;The Annals of Applied Probability;2023-12-01
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