Related papers: Monge--Amp\`ere equation and Bellman optimization …
In recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…
We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…
This is an introduction to a particular class of auxiliary complex Monge-Amp\`ere equations which had been instrumental in $L^\infty$ estimates for fully non-linear equations and various questions in complex geometry. The essential…
We give a new probabilistic construction of solutions to real Monge-Amp\`ere equations in R^n satisfying the second boundary value problem with respect to a given target convex body P) which fits naturally into the theory of optimal…
Stochastic knapsack problem originally was a versatile model for controls in telecommunication networks. Recently, it draws attentions of revenue management community by serving as a basic model for allocating resources over time. We…
This paper analyzes a regularization scheme of the Monge--Amp\`ere equation by uniformly elliptic Hamilton--Jacobi--Bellman equations. The main tools are stability estimates in the $L^\infty$ norm from the theory of viscosity solutions…
The inverse reflector problem arises in geometrical nonimaging optics: Given a light source and a target, the question is how to design a reflecting free-form surface such that a desired light density distribution is generated on the…
Optimal transport has found numerous applications across data science, many of which require differentiating the optimal transport map with respect to the underlying probability densities in the Fr\'echet sense. In this work, we show that…
A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…
We propose deep learning methods for classical Monge's optimal mass transportation problems, where where the distribution constraint is treated as penalty terms defined by the maximum mean discrepancy in the theory of Hilbert space…
Optimal transportation of raw material from suppliers to customers is an issue arising in logistics that is addressed here with a continuous model relying on optimal transport theory. A physics informed neuralnetwork method is advocated…
This paper studies the numerical approximation of solution of the Dirichlet problem for the fully nonlinear Monge-Ampere equation. In this approach, we take the advantage of reformulation the Monge-Ampere problem as an optimization problem,…
It is well known that the quadratic-cost optimal transportation problem is formally equivalent to the second boundary value problem for the Monge-Amp\`ere equation. Viscosity solutions are a powerful tool for analysing and approximating…
In this paper, we study flexibility of weak solutions to the Monge-Amp\`ere system (MA) via convex integration. This new system of Pdes is an extension of the Monge-Amp\`ere equation in $d=2$ dimensions, naturally arising from the…
This work builds the connection between the regularity theory of optimal transportation map, Monge-Amp\`{e}re equation and GANs, which gives a theoretic understanding of the major drawbacks of GANs: convergence difficulty and mode collapse.…
We describe a method to reduce partial differential equations of Monge-Amp\`ere type in 4 variables to complex partial differential equations in 2 variables. To illustrate this method, we construct explicit holomorphic solutions of the…
We study asymptotic behaviors of solutions to the Monge-Amp\`ere equation in cones and use the expansion as a tool to study the regularity of solutions in polygonal domains.
We consider degenerate Monge-Amp\`ere equations on compact Hessian manifolds. We establish compactness properties of the set of normalized quasi-convex functions and show local and global comparison principles for twisted Monge-Amp\`ere…
In this paper we consider Monge-Amp\`ere equations on compact Hessian manifolds, or equivalently Monge-Amp\`ere equations on certain unbounded convex domains $\Omega\subseteq \mathbb{R}^n$, with a periodicity constraint given by the action…
In this article, we report the results we obtained when investigating the numerical solution of some nonlinear eigenvalue problems for the Monge-Amp\`{e}re operator $v\rightarrow \det \mathbf{D}^2 v$. The methodology we employ relies on the…