Stability of supermartingale optimal transport problems

Shuoqing Deng, Gaoyue Guo, Dominykas Norgilas

We investigate stability properties of weak supermartingale optimal transport (WSOT) problems on $\mathbb{R}$. For probability measures $\mu ,\nu \in {\mathcal{P}}_r$ satisfying $μ\leq_{cd}…