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

Jiajin Li et al. (2022)

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DOI: 10.48550/ARXIV.2210.01413

access: open

type: Informal or Other Publication

metadata version: 2022-10-07

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  - journals/corr/abs-2210-01413
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  - https://dblp.org/rec/journals/corr/abs-2210-01413
Jiajin Li, Sirui Lin, Jose H. Blanchet, Viet Anh Nguyen:
Tikhonov Regularization is Optimal Transport Robust under Martingale Constraints. CoRR abs/2210.01413 (2022)

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