Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness
Author(s) -
Daniel Bartl,
Michael Kupper,
Thibaut Lux,
Antonis Papapantoleon,
Stephan Eckstein
Publication year - 2022
Publication title -
siam journal on control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.486
H-Index - 116
eISSN - 1095-7138
pISSN - 0363-0129
DOI - 10.1137/21m144709x
Subject(s) - duality (order theory) , mathematics , mathematical economics , subject (documents) , mathematical optimization , combinatorics , computer science , library science
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