Gaoyue Guo

Statistics

Publications

Citations

208

H-Index

Active since

2012

Affiliations

Centre de Recherche en Mathématiques de la Décision(Current)

École Polytechnique

Université Paris Dauphine-PSL

Gaoyue Guo is an author at Centre de Recherche en Mathématiques de la Décision specializing in engineering, probability theory, and functional analysis.

ORCID

Top concepts

EngineeringProbabilityFunctional AnalysisMathematical ProgrammingConvex OptimizationCombinatorial OptimizationBusinessData ScienceAsset PricingOption Pricing

Publications per year

2012–2021

Publications

Computational methods for martingale optimal transport problems

Gaoyue Guo, Jan Obłój · The Annals of Applied Probability · 2019 · 66 citations

Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints

Gaoyue Guo, Xiaolu Tan, Nizar Touzi · SIAM Journal on Control and Optimization · 2016 · 31 citations

Mathematical Programming, Engineering, Stochastic Optimization +13

Tightness and duality of martingale transport on the Skorokhod space

Gaoyue Guo, Xiaolu Tan, Nizar Touzi · Stochastic Processes and their Applications · 2016 · 30 citations

Engineering, Integrable Probability, Martingale Transport +4

On the Monotonicity Principle of Optimal Skorokhod Embedding Problem

Gaoyue Guo, Xiaolu Tan, Nizar Touzi · SIAM Journal on Control and Optimization · 2016 · 24 citations

Mathematical Programming, Kantorovich Duality, Engineering +12

Strong equivalence between metrics of Wasserstein type

Erhan Bayraktar, Gaoyue Guo · Electronic Communications in Probability · 2021 · 19 citations · Full text

Engineering, Machine Learning, Data Science +10

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