Source Themes

An ordinary differential equation for entropic optimal transport and its linearly constrained variants

Joshua Zoen-Git Hiew, Luca Nenna, Brendan Pass

Convergence rate of entropy-regularized multi-marginal optimal transport costs

Luca Nenna, Paul Pegon

A sparse approximation of the Lieb functional with moment constraints

Virginie Ehrlacher, Luca Nenna

Universal diagonal estimates for minimizers of the Levy-Lieb functional

Simone Di Marino, Augusto Gerolin, Luca Nenna

An ODE characterisation of multi-marginal optimal transport

Luca Nenna, Brendan Pass

Robust risk management via multi-marginal optimal transport

Hamza Ennaji, Quentin Méirgot, Luca Nenna, Brendan Pass

A note on Cournot-Nash equilibria and Optimal Transport between unequal dimensions

Luca Nenna, Brendan Pass

Grand-Canonical Optimal Transport

Simone Di Marino, Mathieu Lewin, Luca Nenna

Transport type metrics on the space of probability measures involving singular base measures

Luca Nenna, Brendan Pass

Variational problems involving unequal dimensional optimal transport

Luca Nenna, Brendan Pass