2 papers
math.OC2025
A dynamical formulation of multi-marginal optimal transport
Brendan Pass, Yair Shenfeld
We present a primal-dual dynamical formulation of the multi-marginal optimal transport problem for (semi-)convex cost functions. Even in the two-marginal setting, this formulation…
econ.EM2025
Partial Identification in Moment Models with Incomplete Data--A Conditional Optimal Transport Approach
Yanqin Fan, Hyeonseok Park, Brendan Pass +1
In this paper, we develop a unified approach to study partial identification of a finite-dimensional parameter defined by a general moment model with incomplete data. We establish…