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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.
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
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  Data: Convergence of Sinkhorn’s Algorithm for Entropic Martingale Optimal Transport Problem.
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  Data: <searchLink fieldCode="AR" term="%22Chen%2C+Fan%22">Chen, Fan</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> alexnwish@sjtu.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Conforti%2C+Giovanni%22">Conforti, Giovanni</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> giovanni.conforti@math.unipd.it</i><br /><searchLink fieldCode="AR" term="%22Ren%2C+Zhenjie%22">Ren, Zhenjie</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> zhenjie.ren@univ-evry.fr</i><br /><searchLink fieldCode="AR" term="%22Wang%2C+Xiaozhen%22">Wang, Xiaozhen</searchLink><relatesTo>4</relatesTo> (AUTHOR)<i> xiaozhen.wang@dauphine.psl.eu</i>
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  Data: <searchLink fieldCode="JN" term="%22Mathematics+of+Operations+Research+%28INFORMS%29%22">Mathematics of Operations Research (INFORMS)</searchLink>. Feb2026, p1. 27p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=191565052
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1287/moor.2024.0619
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      – Code: eng
        Text: English
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        PageCount: 27
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      – TitleFull: Convergence of Sinkhorn’s Algorithm for Entropic Martingale Optimal Transport Problem.
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            NameFull: Chen, Fan
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            NameFull: Conforti, Giovanni
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            NameFull: Ren, Zhenjie
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              Text: Feb2026
              Type: published
              Y: 2026
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