Convergence rate of general entropic optimal transport costs

Stability Results on the Smoothness of Optimal Transport Maps with General Costs

We prove some stability results concerning the smoothness of optimal transport maps with general cost functions. In particular, we show that the smoothness of optimal transport maps is an open condition with respect to the cost function and the densities. As a consequence, we obtain regularity for a large class of transport problems where the cost does not necessarily satisfy the MTW condition.

Rate of Convergence and Edgeworth-type Expansion in the Entropic Central Limit Theorem1 by Sergey

Optimal Interest-Rate Rules: I. General Theory

This paper proposes a general method for deriving an optimal monetary policy rule in the case of a dynamic linear rational-expectations model and a quadratic objective function for policy. A commitment to a rule of the type proposed results in a determinate equilibrium in which the responses to shocks are optimal. Furthermore, the optimality of the proposed policy rule is independent of the spe...

On the Rate of Convergence of Infinitehorizon Discounted Optimal

In this paper we investigate the rate of convergence of the optimal value function of an innnite horizon discounted optimal control problem as the discount rate tends to zero. Using the Integration Theorem for Laplace transformations we provide conditions on averaged functionals along suitable trajectories yielding at most quadratic pointwise convergence. Under appropriate controllability assum...

A fine-tuned estimator of a general convergence rate

A general rate estimation method based on the in-sample evolution of appropriately chosen diverging/converging statistics has been proposed in Politis (2002) and McElroy and Politis (2007). In this paper, we show how a modification of the original estimators achieves a competitive rate of convergence. The modified estimators require the choice of a tuning parameter; an optimal such choice is ge...