Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport
Published Online:6 Aug 2025https://doi.org/10.1287/moor.2024.0557
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- Received:June 10, 2024
- Accepted:May 18, 2025
- Published Online:August 06, 2025
Copyright © 2025, INFORMS
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Yanqin Fan, Hyeonseok Park, Gaoqian Xu (2025) Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport. Mathematics of Operations Research 0(0).
https://doi.org/10.1287/moor.2024.0557
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The authors acknowledge valuable feedback from seminar participants at UIUC and participants of the Optimization-Conscious Econometrics Conference II at the University of Chicago, the KI+Scale MoDL Retreat at the University of Washington, and the Econometrics and Optimal Transport Workshop at the University of Washington.
