8 papers
Generalized entropy minimization under full marginal constraints
Julio Backhoff-Veraguas, Joaquín Fontbona
We consider the problem of minimizing a generalized relative entropy, with respect to a reference diffusion law, over the set of path-measures with fully prescribed marginal distri…
Applications of weak transport theory
Julio Daniel Backhoff-Veraguas, Gudmund Pammer
Motivated by applications to geometric inequalities, Gozlan, Roberto, Samson, and Tetali introduced a transport problem for `weak' cost functionals. Basic results of optimal transp…
Robust Contracting in General Contract Spaces
Julio Backhoff-Veraguas, Patrick Beissner, Ulrich Horst
We consider a general framework of optimal mechanism design under adverse selection and ambiguity about the type distribution of agents. We prove the existence of optimal mechanism…
All Adapted Topologies are Equal
Julio Backhoff-Veraguas, Daniel Bartl, Mathias Beiglböck +1
A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology…
Stability of martingale optimal transport and weak optimal transport
Julio Backhoff-Veraguas, Gudmund Pammer
Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans converges weakly to a transpo…
Weak monotone rearrangement on the line
Julio Backhoff-Veraguas, Mathias Beiglböck, Gudmund Pammer
Weak optimal transport has been recently introduced by Gozlan et al. The original motivation stems from the theory of geometric inequalities; further applications concern numerics…