1 citations · 1 across the 5 of their papers we have counts for
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Semi-discrete convex order and Laguerre tessellation fitting
David P. Bourne, Thomas Gallouët, Quentin Mérigot +1
Laguerre tessellations offer an efficient way to parameterize a large class of convex partitions of Euclidean space using only a set of points and scalar weights. For this reason,…
Particle method for a nonlinear multimarginal optimal transport problem
Adrien Cances, Quentin Mérigot, Luca Nenna
We study a nonlinear multimarginal optimal transport problem arising in risk management, where the objective is to maximize a spectral risk measure of the pushforward of a coupling…
Robust risk management via multi-marginal optimal transport
Hamza Ennaji, Quentin Mérigot, Luca Nenna +1
We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but wh…