The Fundamental Theorem of Weak Optimal Transport
Fuente:
arXiv
Saved in:
| Main Authors: | Beiglböck, Mathias, Pammer, Gudmund, Riess, Lorenz, Schrott, Stefan |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Brenier Theorem on $(P_2 (...P_2(H)...), W_2 )$ and Applications to Adapted Transport
by: Beiglböck, Mathias, et al.
Published: (2025)
by: Beiglböck, Mathias, et al.
Published: (2025)
The Wasserstein Space of Stochastic Processes in Continuous Time
by: Bartl, Daniel, et al.
Published: (2025)
by: Bartl, Daniel, et al.
Published: (2025)
Denseness of biadapted Monge mappings
by: Beiglböck, Mathias, et al.
Published: (2022)
by: Beiglböck, Mathias, et al.
Published: (2022)
Change of numeraire for weak martingale transport
by: Beiglböck, Mathias, et al.
Published: (2024)
by: Beiglböck, Mathias, et al.
Published: (2024)
Representing General Stochastic Processes as Martingale Laws
by: Beiglböck, Mathias, et al.
Published: (2023)
by: Beiglböck, Mathias, et al.
Published: (2023)
A weak transport approach to the Schrödinger-Bass bridge
by: Hasenbichler, Manuel, et al.
Published: (2026)
by: Hasenbichler, Manuel, et al.
Published: (2026)
General duality and dual attainment for adapted transport
by: Kršek, Daniel, et al.
Published: (2024)
by: Kršek, Daniel, et al.
Published: (2024)
The geometry of financial institutions -- Wasserstein clustering of financial data
by: Riess, Lorenz, et al.
Published: (2023)
by: Riess, Lorenz, et al.
Published: (2023)
Multicausal transport: barycenters and dynamic matching
by: Acciaio, Beatrice, et al.
Published: (2024)
by: Acciaio, Beatrice, et al.
Published: (2024)
Weak Optimal Transport: When is the Dual Potential Convex?
by: Pramenković, Filip
Published: (2025)
by: Pramenković, Filip
Published: (2025)
Entropic adapted Wasserstein distance on Gaussians
by: Acciaio, Beatrice, et al.
Published: (2024)
by: Acciaio, Beatrice, et al.
Published: (2024)
Projected McKean--Vlasov Dynamics for Entropic Weak Optimal Transport
by: Sauldubois, Nathan, et al.
Published: (2026)
by: Sauldubois, Nathan, et al.
Published: (2026)
Wasserstein Formulation of Reinforcement Learning. An Optimal Transport Perspective on Policy Optimization
by: Dus, Mathias
Published: (2026)
by: Dus, Mathias
Published: (2026)
A Probabilistic View on the Adapted Wasserstein Distance
by: Beiglböck, Mathias, et al.
Published: (2024)
by: Beiglböck, Mathias, et al.
Published: (2024)
Quadratic-form Optimal Transport
by: Wang, Ruodu, et al.
Published: (2025)
by: Wang, Ruodu, et al.
Published: (2025)
Adapted Optimal Transport between Filtered Gaussian Processes
by: Gunasingam, Madhu, et al.
Published: (2026)
by: Gunasingam, Madhu, et al.
Published: (2026)
Dynamic reinsurance via martingale transport
by: Acciaio, Beatrice, et al.
Published: (2026)
by: Acciaio, Beatrice, et al.
Published: (2026)
Greedy Matching in Optimal Transport with concave cost
by: Ottolini, Andrea, et al.
Published: (2023)
by: Ottolini, Andrea, et al.
Published: (2023)
Sparsity of Quadratically Regularized Optimal Transport: Bounds on concentration and bias
by: Wiesel, Johannes, et al.
Published: (2024)
by: Wiesel, Johannes, et al.
Published: (2024)
Generalized specific entropy on Wiener space with application to Martingale Optimal Transport
by: Buet-Golfouse, Francois, et al.
Published: (2026)
by: Buet-Golfouse, Francois, et al.
Published: (2026)
Strassen's theorem for biased convex order
by: Acciaio, Beatrice, et al.
Published: (2025)
by: Acciaio, Beatrice, et al.
Published: (2025)
Martingale Optimal Transport and Martingale Schrödinger Bridges for Calibration of Stochastic Volatility Models
by: Zitridis, Antonios
Published: (2025)
by: Zitridis, Antonios
Published: (2025)
Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control
by: Henry-Labordere, Pierre, et al.
Published: (2026)
by: Henry-Labordere, Pierre, et al.
Published: (2026)
Implicit Regularization of Large Neural Networks via Mean-Field Formulation
by: Acciaio, Beatrice, et al.
Published: (2026)
by: Acciaio, Beatrice, et al.
Published: (2026)
Optimal Transport on Lie Group Orbits
by: Taskesen, Bahar
Published: (2025)
by: Taskesen, Bahar
Published: (2025)
On the Feinberg-Piunovskiy Theorem and its extension to chattering policies
by: Dufour, Francois, et al.
Published: (2025)
by: Dufour, Francois, et al.
Published: (2025)
Designing Algorithms for Entropic Optimal Transport from an Optimisation Perspective
by: Srinivasan, Vishwak, et al.
Published: (2025)
by: Srinivasan, Vishwak, et al.
Published: (2025)
Global Regularity Estimates for Optimal Transport via Entropic Regularisation
by: Gozlan, Nathael, et al.
Published: (2025)
by: Gozlan, Nathael, et al.
Published: (2025)
Reoptimization Nearly Solves Weakly Coupled Markov Decision Processes
by: Gast, Nicolas, et al.
Published: (2022)
by: Gast, Nicolas, et al.
Published: (2022)
The Gradient Flow of the Bass Functional in Martingale Optimal Transport
by: Backhoff-Veraguas, Julio, et al.
Published: (2024)
by: Backhoff-Veraguas, Julio, et al.
Published: (2024)
Dimension Reduction in Martingale Optimal Transport: Geometry and Robust Option Pricing
by: Hiew, Joshua Zoen-Git, et al.
Published: (2023)
by: Hiew, Joshua Zoen-Git, et al.
Published: (2023)
Optimal Risk Scores for Continuous Predictors
by: Molero-Río, Cristina, et al.
Published: (2025)
by: Molero-Río, Cristina, et al.
Published: (2025)
Optimal Filtering for Interacting Particle Systems
by: Dorogovtsev, Andrey, et al.
Published: (2024)
by: Dorogovtsev, Andrey, et al.
Published: (2024)
Improved sampling via learned diffusions
by: Richter, Lorenz, et al.
Published: (2023)
by: Richter, Lorenz, et al.
Published: (2023)
Asymptotic Optimality in Data-Driven Decision Making
by: Salač, Radek, et al.
Published: (2025)
by: Salač, Radek, et al.
Published: (2025)
Wage Rigidity and Retirement in Optimal Portfolio Choice
by: Biagini, Sara, et al.
Published: (2021)
by: Biagini, Sara, et al.
Published: (2021)
Optimal Impulse Control for Cyber Risk Management
by: Hillairet, Caroline, et al.
Published: (2024)
by: Hillairet, Caroline, et al.
Published: (2024)
Asymptotically Optimal Appointment Scheduling in the Presence of Patient Unpunctuality
by: Lipscomb, Nikolai, et al.
Published: (2024)
by: Lipscomb, Nikolai, et al.
Published: (2024)
The Principle of Optimality in Dynamic Programming: A Pedagogical Note
by: Light, Bar
Published: (2023)
by: Light, Bar
Published: (2023)
Optimal Doubling Thresholds in Backgammon-like Stochastic Games
by: Ju, Haoru, et al.
Published: (2024)
by: Ju, Haoru, et al.
Published: (2024)
Similar Items
-
A Brenier Theorem on $(P_2 (...P_2(H)...), W_2 )$ and Applications to Adapted Transport
by: Beiglböck, Mathias, et al.
Published: (2025) -
The Wasserstein Space of Stochastic Processes in Continuous Time
by: Bartl, Daniel, et al.
Published: (2025) -
Denseness of biadapted Monge mappings
by: Beiglböck, Mathias, et al.
Published: (2022) -
Change of numeraire for weak martingale transport
by: Beiglböck, Mathias, et al.
Published: (2024) -
Representing General Stochastic Processes as Martingale Laws
by: Beiglböck, Mathias, et al.
Published: (2023)