Optimal transportation for the determinant
Optimization and Control
2009-02-12 v1
Abstract
Among -valued triples of random vectors having fixed marginal probability laws, what is the best way to jointly draw in such a way that the simplex generated by has maximal average volume? Motivated by this simple question, we study optimal transportation problems with several marginals when the objective function is the determinant or its absolute value.
Keywords
Cite
@article{arxiv.math/0612142,
title = {Optimal transportation for the determinant},
author = {Guillaume Carlier and Bruno Nazaret},
journal= {arXiv preprint arXiv:math/0612142},
year = {2009}
}