Brendan Pass

activity

20232026

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3 papers · 1 filter

math.OC2026

First-order $Γ$ -expansion for entropic optimal transport with non-degenerate costs

Luca Nenna, Brendan Pass, Paul Pegon +1

Entropy-regularized optimal transport (EOT) has become a key tool in optimal transport, providing both theoretical insight and efficient computation via the Sinkhorn algorithm. We…

math.OC2025

Remarks on multi-period martingale optimal transport

Brendan Pass, Joshua Hiew

We study the structural properties of multi-period martingale optimal transport (MOT). We develop new tools to address these problems, and use them to prove several uniqueness and…

math.OC2024

An ordinary differential equation for entropic optimal transport and its linearly constrained variants

Joshua Zoen-Git Hiew, Luca Nenna, Brendan Pass

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete margina…

First-order Γ-expansion for entropic optimal transport with non-degenerate costs

Remarks on multi-period martingale optimal transport

An ordinary differential equation for entropic optimal transport and its linearly constrained variants

First-order $Γ$ -expansion for entropic optimal transport with non-degenerate costs