On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following lecture:
Marcel Nutz Columbia University (New York)
Title: Entropic Selection in Optimal Transport
Abstract: The optimal transport problem can admit many solutions, for instance when the cost function is the Euclidean distance on R^d (Monge's problem). On the other hand, entropically regularized optimal transport (EOT) always has a unique optimizer. It is a longstanding open problem whether EOT selects some particular optimal transport coupling in the vanishing regularization limit, and what that coupling would look like. We provide a surprising answer for Monge's problem in dimension d > 1. (Joint work with Chenyang Zhong.)
LOCATION: The seminar will be held on *April 16, *2024 at *17.30,* Sala di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano.
Scientific Committee: Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)