most citedEntropic Fictitious Play for Mean Field Optimization Problem

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2024

Convergence of Sinkhorn's Algorithm for Entropic Martingale Optimal Transport Problem

Fan Chen, Giovanni Conforti, Zhenjie Ren +1

In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stoch…