Nenna, Luca
- Iterative Bregman Projections for Regularized Transportation Problems
2014/12/16 by Jean‐David Benamou, Benamou, Jean-David, Guillaume Carlier +7 · 34 citations
Decision Sciences · Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Geometric Analysis and Curvature Flows #Numerical Analysis (math.NA) #Point processes and geometric inequalities #Risk and Portfolio Optimization
- Computation of Cournot-Nash equilibria by entropic regularization
2016/09/09 by Blanchet, Adrien, Carlier, Guillaume, Nenna, Luca · 2 citations
#FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
- Generalized incompressible flows, multi-marginal transport and Sinkhorn\n algorithm
2017/10/23 by Jean‐David Benamou, Benamou, Jean-David, Guillaume Carlier +3 · 2 citations
Engineering · Mathematics · #65K10 #76M30 #Advanced Numerical Methods in Computational Mathematics #FOS: Mathematics #FOS: Physical sciences #Geometric Analysis and Curvature Flows #Mathematical Physics (math-ph) #Navier-Stokes equation solutions #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
- Robust risk management via multi-marginal optimal transport
2022/11/14 by Hamza Ennaji, Quentin Mérigot, Ennaji, Hamza +5 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Stochastic processes and financial applications #Probability and Risk Models
- Optimal Transportation Theory with Repulsive Costs
2015/06/15 by Di Marino, Simone, Gerolin, Augusto, Nenna, Luca · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
- The strictly-correlated electron functional for spherically symmetric systems revisited
2017/02/16 by Seidl, Michael, Di Marino, Simone, Gerolin, Augusto +3 · 1 citation
#Chemical Physics (physics.chem-ph) #FOS: Physical sciences #Mathematical Physics (math-ph) #Strongly Correlated Electrons (cond-mat.str-el)
- Variational problems involving unequal dimensional optimal transport
2019/04/01 by Nenna, Luca, Pass, Brendan · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
- A note on Cournot-Nash equilibria and Optimal Transport between unequal dimensions
2022/09/29 by Nenna, Luca, Pass, Brendan · 1 citation
#FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)