Convergence of Sinkhorn’s Algorithm for Entropic Martingale Optimal Transport Problem.
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| Title: | Convergence of Sinkhorn’s Algorithm for Entropic Martingale Optimal Transport Problem. |
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| Authors: | Chen, Fan1 (AUTHOR) alexnwish@sjtu.edu.cn, Conforti, Giovanni2 (AUTHOR) giovanni.conforti@math.unipd.it, Ren, Zhenjie3 (AUTHOR) zhenjie.ren@univ-evry.fr, Wang, Xiaozhen4 (AUTHOR) xiaozhen.wang@dauphine.psl.eu |
| Source: | Mathematics of Operations Research (INFORMS). Feb2026, p1. 27p. |
| Database: | Business Source Ultimate |
| ISSN: | 0364765X |
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| DOI: | 10.1287/moor.2024.0619 |
