News
Room changeGeschrieben am 30.10.26 von Felix Sachse Since Seminar Room 6 is not available between November 6 and November 20, we will have to switch to other rooms. These will be:
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Contents
In this course we will cover basic concepts of optimal transport, such as
- Transport maps and couplings
- Rockafellar's theorem
- Kantorovich duality
- Brenier's theorem
If time permits, we will also cover
- Wasserstein distances
- Applications
Recommended prerequisites
A solid background in mathematics and a good knowledge of measure-theoretic probability theory at the level of Stochastics I. Knowledge of functional analysis will be advantageous, but not required, as necessary concepts and theorems will be recalled.
Lecture
- Wednesday, 14:15-15:45, in SR6 (room 2.17) in building E2 4
Tutorial
- Monday, 10:15-11:45, in SR6 (room 2.17) in building E2 4
The tutorial will take place approximately every second week. The exact dates will be announced.
Exam
Only students of Mathematics, Mathematics and Computer Science, and Actuarial and Financial Mathematics can take the exam.
Organization
Dr. Felix Sachse, sachse@math.uni-sb.de