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An efficient algorithm for entropic optimal transport under martingale-type constraints

Fuente: arXiv

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Bibliographic Details
Main Authors:	Tang, Xun, Shavlovsky, Michael, Rahmanian, Holakou, Xiao, Tesi, Ying, Lexing
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Numerical Analysis
Online Access:	Acceder al recurso
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