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math.OC2025
Weak optimal transport with moment constraints: constraint qualification, dual attainment and entropic regularization
Guillaume Carlier, Hugo Malamut, Maxime Sylvestre
We consider weak optimal problems (possibly entropically penalized) incorporating both soft and hard (including the case of the martingale condition) moment constraints. Even in th…
math.OC2025
On a class of adversarial classification problems which admit a continuous solution
Guillaume Carlier, Maxime Sylvestre
We consider a class of adversarial classification problems in the form of zero-sum games between a classifier and an adversary. The latter is able to corrupt data, at the expense o…