Tikhonov Regularization is Optimal Transport Robust Under Martingale Constraints

Item #:

068431-1285

Details

DOI: https://doi.org/10.52202/068431-1285
Author(s): Jose Blanchet, Jiajin Li, Sirui Lin, Viet Anh Nguyen
Pages: 17677-17689 (13 pages)
Format: PDF Paper Download
Conference: Advances in Neural Information Processing Systems 35
Date/Location: Held 28 November - 9 December 2022, New Orleans, Louisiana, USA.
Series: Advances in Neural Information Processing Systems 35
Publisher: Neural Information Processing Systems Foundation, Inc. (NeurIPS)

DOI: https://doi.org/10.52202/068431-1285
Author(s): Jose Blanchet, Jiajin Li, Sirui Lin, Viet Anh Nguyen
Pages: 17677-17689 (13 pages)
Format: PDF Paper Download
Conference: Advances in Neural Information Processing Systems 35
Date/Location: Held 28 November - 9 December 2022, New Orleans, Louisiana, USA.
Series: Advances in Neural Information Processing Systems 35
Publisher: Neural Information Processing Systems Foundation, Inc. (NeurIPS)