19 citations · 20 across the 3 of their papers we have counts for
4 papers
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…
A note on Cournot-Nash equilibria and Optimal Transport between unequal dimensions
Luca Nenna, Brendan Pass
This note is devoted to study a class of games with a continuum of players for which Cournot-Nash equilibria can be obtained by minimisation of some cost related to Optimal Transpo…
Variational problems involving unequal dimensional optimal transport
Luca Nenna, Brendan Pass
This paper is devoted to variational problems on the set of probability measures which involve optimal transport between unequal dimensional spaces. In particular, we study the min…
The strictly-correlated electron functional for spherically symmetric systems revisited
Michael Seidl, Simone Di Marino, Augusto Gerolin +3
The strong-interaction limit of the Hohenberg-Kohn functional defines a multimarginal optimal transport problem with Coulomb cost. From physical arguments, the solution of this lim…