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[2] | Jean-David Benamou and Brittany D. Froese. A viscosity framework for computing Pogorelov solutions of the Monge-Ampere equation. July 2014. http |
[3] | Jean-David Benamou and Guillaume Carlier. Augmented Lagrangian methods for transport optimization, Mean-Field Games and degenerate PDEs. October 2014. http |
[4] | Yann Brenier. Connections between Optimal Transport, Combinatorial Optimization and Hydrodynamics. October 2014. http |
[5] | Giuseppe Buttazzo, Guillaume Carlier, and Serena Guarino Lo Bianco. Optimal regions for congested transport. 2014. http |
[6] | Jean-David Benamou, Guillaume Carlier, and Nicolas Bonne. An Augmented Lagrangian Numerical approach to solving Mean-Fields Games. Research report, December 2013. http |
[7] | Qi-Rui Li, Filippo Santambrogio, and Xu-Jia Wang. Regularity in Monge’s mass transfer problem. Journal de Mathématiques Pures et Appliquées, pages In Press, Corrected Proof, only online for the moment, 2014. http |
[8] | A. Galichon, P. Henry-Labordère, and N. Touzi. A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options. Ann. Appl. Probab., 24(1):312-336, 2014. http |
[9] | Dylan Possamaï, Guillaume Royer, and Nizar Touzi. On the robust superhedging of measurable claims. Electron. Commun. Probab., 18:no. 95, 13, 2013. http |
[10] | Xiaolu Tan and Nizar Touzi. Optimal transportation under controlled stochastic dynamics. Ann. Probab., 41(5):3201-3240, 2013. http |
[11] | Jan Obloj, Peter Spoida, and Nizar Touzi. Martingale inequalities for the maximum via pathwise arguments, 2014. arXiv |
[12] | Pierre Henry-Labordere and Nizar Touzi. An explicit martingale version of brenier’s theorem, 2013. arXiv |
[13] | Xiaolu Tan and Nizar Touzi. Optimal transportation under controlled dynamics, 2013 arXiv |
[14] | Yves Achdou, Francisco J. Buera, Jean-Michel Lasry, Pierre-Louis Lions, and Benjamin Moll. Partial differential equation models in macroeconomics. Philos. Trans. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci., 372(2028):20130397, 19, 2014. |
[15] | Yves Achdou, Fabio Camilli, and Lucilla Corrias. On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations. Discrete Contin. Dyn. Syst. Ser. B, 19(3):629-650, 2014. http |
[16] | Yves Achdou, Fabio Camilli, and Italo Capuzzo-Dolcetta. Mean field games: convergence of a finite difference method. SIAM J. Numer. Anal., 51(5):2585-2612, 2013. http |
[17] | Jean-David Benamou, Guillaume Carlier, Quentin Mérigot, and Edouard Oudet. Discretization of functionals involving the Monge-Ampère operator. Technical report, July 2014. 20 pages. http |
[18] | A. Blanchet and G. Carlier. Remarks on existence and uniqueness of Cournot-Nash equilibria in the non-potential case. Math. Financ. Econ., 8(4):417-433, 2014. http |
[19] | Adrien Blanchet and Guillaume Carlier. From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem. Philos. Trans. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci., 372(2028):20130398, 11, 2014. |
[20] | L. Brasco and G. Carlier. Congested traffic equilibria and degenerate anisotropic PDEs. Dyn. Games Appl., 3(4):508-522, 2013. http |
[21] | P. Cardaliaguet, G. Carlier, and B. Nazaret. Geodesics for a class of distances in the space of probability measures. Calc. Var. Partial Differential Equations, 48(3-4):395-420, 2013. http |
[22] | Giuseppe Buttazzo and Guillaume Carlier. Optimal spatial pricing strategies with transportation costs. AMS Series Contemporary Mathematics, 514 (2010), 105-121, 2013. arXiv |
[23] | Giuseppe Buttazzo, Guillaume Carlier, and Serena Guarino Lo Bianco. Optimal regions for congested transport, 2014. arXiv |
[24] | Guillaume Carlier, Adam Oberman, and Edouard Oudet. Numerical methods for matching for teams and wasserstein barycenters, 2014. arXiv |
[25] | F. Santambrogio G. De Philippis, A. Mészáros and B. Velichkov. Bv estimates in optimal transportation and applications. 2014. |
[26] | Filippo Santambrogio. Introduction to Optimal Transport Theory, pages 3-21. London Mathematical Society, 2014. |
[27] | Filippo Santambrogio. Models and applications of Optimal Transport in Economics, Traffic and Urban Planning, pages 22-40. London Mathematical Society, 2014. |
[28] | Claude Martini Luciano Campi, Ismail Laachir. Change of numeraire in the two-marginals martingale transport problem. submitted, 2014. http |
[29] | Claude Martini Ismail Laachir. Optimal transport option bounds for ssvi. working paper, 2014. .html |
[30] | Claude Martini Luciano Campi. Investigating the extremal martingale measures with pre-specified marginals. in peparation, 2014. |
[31] | Ismail Laachir. Another example of two-marginals martingale transference plan. in preparation, 2014. |
[32] | A. Zhou S. De Marco. On robust bounds on vix options given marginals. working paper, 2014. |
[33] | Sylvain Faure and Bertrand Maury. Crowd motion from the granular standpoint. Mathematical Models and Methods in Applied Sciences, 25(03):463-493, 2015. arXiv http |
[34] | Yann Brenier. A DOUBLE LARGE DEVIATION PRINCIPLE FOR MONGE-AMPERE GRAVITATION. March 2015. http |
[35] | Jean-David Benamou, Guillaume Carlier, and Luca Nenna. A Numerical Method to solve Optimal Transport Problems with Coulomb Cost. May 2015. http |
[36] | Yves Achdou and Mathieu Laurière. Mean field type control with congestion. April 2015. http |
[37] | Bruno Bouchard, Dylan Possamaï, Xiaolu Tan, and Chao Zhou. A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations. July 2015. http |
[38] | Bruno Bouchard, Dylan Possamaï, and Xiaolu Tan. A general Doob-Meyer-Mertens decomposition for g-supermartingale systems. May 2015. http |
[39] | Martial Agueh and Guillaume Carlier. Generalized solutions of a kinetic granular media equation by a gradient flow approach. June 2015. http |
[40] | Roman Andreev. Wavelet-in-time multigrid-in-space preconditioning of parabolic evolution equations. August 2015. http |
[41] | Bertrand Maury and Anthony Preux. Pressureless Euler equations with maximal density constraint : a time-splitting scheme. October 2015. http |
[42] | Jean-David Benamou, Guillaume Carlier, Marco Cuturi, Luca Nenna, and Gabriel Peyré. Iterative Bregman Projections for Regularized Transportation Problems. SIAM Journal on Scientific Computing, 2(37):A1111-A1138, 2015. http |
[43] | Yves Achdou and Alessio Porretta. Convergence of a finite difference scheme to weak solutions of the system of partial differential equation arising in mean field games. March 2015. http |
[44] | Filippo Santambrogio. DEALING WITH MOMENT MEASURES VIA ENTROPY AND OPTIMAL TRANSPORT. June 2015. http |
[45] | Pierre Cardaliaguet, Alpár Richárd Mészáros, and Filippo Santambrogio. First order Mean Field Games with density constraints: Pressure equals Price. July 2015. http |
[46] | Filippo Santambrogio and Xu-Jia Wang. Convexity of the support of the displacement interpolation: counterexamples. October 2015. http |
[47] | Yves Achdou, Salomé Oudet, and Nicoletta Tchou. Effective transmission conditions for hamilton-jacobi equations defined on two domains separated by an oscillatory interface. arXiv preprint arXiv:1506.02998, 2015. |
[48] | S. Di Marino, A. Gerolin, and L. Nenna. Optimal Transportation Theory with Repulsive Costs. ArXiv e-prints, June 2015. arXiv |
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