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Advances in Mathematical Finance and Optimal Transport

On some variational problems involving functions with bounded Hessian

speaker: Luigi Ambrosio (Scuola Normale Superiore)

abstract: "Motivated by problems related to deep learning, we study variational problems involving bounded Hessian functions, i.e. functions whose gradient is a function of bounded variation. In this context, particularly interesting are density results for piecewise affine functions and questions regarding extremal points. Work in progress with M.Unser, S.Aziznejad, C.Brena."

Mon 27 Jun, 9:15 - 10:00, Aula Dini
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