Kellerer HG (1984) Duality theorems for marginal problems. Z Wahrsch Verw Geb 67:399–432 MathSciNet MATHKellerer H.G. Duality theorems for marginal problems. Z. Wahrscheinlichkeitstheor. Verw. Geb., 67, 1984, 399–432.Kellerer, H. (1984). Duality theorems for marginal problems. ...
Levin, V.L., Rachev, S.T. (1989). New duality theorems for Marginal problems with some applications in stochastics. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1412. Springer, Berlin, Heidelberg. https://doi....
Theorems 19 and 20 state the equivalence of secret sharing conjectures and matroid representation problems using the standard and the relaxed models, respectively. The final construction in Section 4 is based on the second theorem. Settling the duality conjecture in the standard model is an ...
Generally though, I found it very hard to find material that gives real explanations but is not bursting with definitions and references to theorems I didn’t know. Maybe this post will help to fill this gap little bit. We will only use basic linear algebra, probability theory and ...
We establish weak and strong duality theorems and provide a dynamic programming characterization of the dual problem. The dual problem gives a linear Hamilton–Jacobi–Bellman equation with a known state space subject to free-boundary conditions, making analysis much more tractable than the primal ...
As a consequence, in the same infinite- volume context, we obtain Theorems 3.3–3.4 stating that, under [BHT] and existence of simple factorized duality, the only ergodic invariant measures are product measures. 3.1 Finite Case We start with the simplest situation in which V is a finite set...
For example, a genuine "bad-good" duality must reproduce the 3d N = 2 SU(N ) Seiberg duality [52] by breaking one half of supersymmetry à la [39, 41]. At this stage, we do not know how to achieve this through the mirror dual description in table 5. We leave these problems to...
In the present survey, we reveal links betweenconvex analysis and two variants of the Monge-Kantorovich Problem (MKP), with given marginals and with a given marginal difference. It includes: (1) the equivalence of the validity of duality theorems for MKP and appropriateconvexity of the ...