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Thumbnail for Pietro Siorpaes - How to discretize some Optimal Transport problems with linear constraints

Pietro Siorpaes - How to discretize some Optimal…

duration 25 minutes 54 seconds

Pietro Siorpaes - How to discretize some Optimal…

Pietro Siorpaes - How to discretize some Optimal Transport problems with linear constraints

Pietro Siorpaes - How to discretize some Optimal Transport problems with linear constraints

30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Edition How to discretize some Optimal Transport problems with linear constraintsPietro Siorpaes (Imperial…

icms
siorpaes
discretize
measures
constraints
transport
measure
problem
hat
mu
algebra
comics
variables
martingale
paper
sigma
points
space
constraint
distance
approach
minimizer
transports
From  Greg McCracken 0 likes 29 plays 0  
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Date Created
September 2nd, 2021