Convergence of Sinkhorn’s Algorithm for Entropic Martingale Optimal Transport Problem

Fan Chen, Giovanni Conforti, Zhenjie Ren, Xiaozhen Wang

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DOI: 10.1287/moor.2024.0619
Published: 2026-02-16
Container: Mathematics of Operations Research
Publisher: Institute for Operations Research and the Management Sciences (INFORMS)
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1287/moor.2024.0619,
  title = {Convergence of Sinkhorn’s Algorithm for Entropic Martingale Optimal Transport Problem},
  author = {Fan Chen and Giovanni Conforti and Zhenjie Ren and Xiaozhen Wang},
  year = {2026},
  journal = {Mathematics of Operations Research},
  doi = {10.1287/moor.2024.0619},
  url = {https://doi.org/10.1287/moor.2024.0619}
}

RIS

TY  - JOUR
TI  - Convergence of Sinkhorn’s Algorithm for Entropic Martingale Optimal Transport Problem
AU  - Fan Chen
AU  - Giovanni Conforti
AU  - Zhenjie Ren
AU  - Xiaozhen Wang
PY  - 2026
JO  - Mathematics of Operations Research
DO  - 10.1287/moor.2024.0619
UR  - https://doi.org/10.1287/moor.2024.0619
ER  -

APA

Chen, F., Conforti, G., Ren, Z., & Wang, X. (2026). Convergence of Sinkhorn’s Algorithm for Entropic Martingale Optimal Transport Problem. Mathematics of Operations Research. https://doi.org/10.1287/moor.2024.0619

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crossref · retrieved 2026-09-25T18:08:12.628Z