"Tikhonov Regularization is Optimal Transport Robust under Martingale ..."

Jiajin Li et al. (2022)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2024-01-08

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Jiajin Li, Sirui Lin, Jose H. Blanchet, Viet Anh Nguyen:
Tikhonov Regularization is Optimal Transport Robust under Martingale Constraints. NeurIPS 2022

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