Talks and Poster Presentations (without Proceedings-Entry):
T. Lim:
"Optimal mass transportation under various additional constraints";
Keynote Lecture: Seminario di Matematica,
Pisa, Italy (invited);
2016-07-06.
English abstract:
We will introduce variants of the optimal transport problem, namely martingale optimal transport problem and subharmonic martingale transport problem. Their motivation is partly from mathematical finance. We will see that the additional constraints imply interesting and deep mathematical subtlety on the attainment
of dual problem. If time permits, we will introduce still
another variant of the martingale transport problem (say martingale transport problem of second type), which is our ongoing study.
Electronic version of the publication:
http://www.sns.it/sites/default/files/allegati/29-06-2016/avviso_lim_06_07_2016.pdf
Created from the Publication Database of the Vienna University of Technology.