Optimal Transport and Distributional Robustness (24w5163)
Organizers
Silvana Pesenti (University of Toronto)
Yanqin Fan (University of Washington)
Marc Henry (The Pennsylvania State University)
Description
The Banff International Research Station will host the “Optimal Transport and Distributional Robustness” workshop in Banff from March 24 - 29, 2024.
The objective of this workshop is to bring together researchers from computer science, economics, finance, mathematics, statistics, and operations research, whose work develops optimal transport and distributional robust optimization tools and applies those methodologies to causal inference, inequality measurement, partial identification, option pricing, risk and uncertainty management, robust decision making.
The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada’s Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), and Alberta Technology and Innovation.
