As artificial intelligence, advanced analytics, and complex network optimization become increasingly central to modern ...
Alessio Figalli studies optimal transport, a field of math that ranges from the movements of clouds to the workings of chatbots. By Siobhan Roberts See more of our coverage in your search ...
Optimal transport theory provides a rigorous framework for comparing and transforming probability distributions by minimising a cost function associated with “moving” mass from one configuration to ...
Martingale optimal transport (MOT) has emerged as a unifying framework for model-independent pricing and hedging of financial derivatives. By combining the classical theory of optimal mass transport ...
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