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20182020
most citedLipschitz neural networks are dense in the set of all Lipschitz functions

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math.OC2020

MinMax Methods for Optimal Transport and Beyond: Regularization, Approximation and Numerics

Luca De Gennaro Aquino, Stephan Eckstein

We study MinMax solution methods for a general class of optimization problems related to (and including) optimal transport. Theoretically, the focus is on fitting a large class of…

math.OC2018

Computation of optimal transport and related hedging problems via penalization and neural networks

Stephan Eckstein, Michael Kupper

This paper presents a widely applicable approach to solving (multi-marginal, martingale) optimal transport and related problems via neural networks. The core idea is to penalize th…