Related papers: Monge--Amp\`ere equation and Bellman optimization …
In this paper we make a survey on the so called randomization method, a recent methodology to study stochastic optimization problems. It allows to represent the value function of an optimal control problem by a suitable backward stochastic…
We study continuity properties of generalized Monge-Amp\`ere operators for plurisubharmonic functions with analytic singularities. In particular, we prove continuity for a natural class of decreasing approximating sequences. We also prove a…
The real homogeneous Monge-Amp\`{e}re equation in one space and one time dimensions admits infinitely many Hamiltonian operators and is completely integrable by Magri's theorem. This remarkable property holds in arbitrary number of…
We generalize several known stability estimates for complex Monge-Amp\`ere equations to the setting of low (or high) energy potentials. We apply our estimates to obtain, among other things, a quantitative domination principle, and metric…
We prove a local regularity (and a corresponding a priori estmate) for plurisubharmonic solutions of the nondegenerate complex Monge-Amp\'ere equation assuming that their $W^{2,p}$-norm is under control for some $p>n(n-1)$. This condition…
We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…
We identify a novel connection between a recently introduced pseudo-Riemannian framework for optimal mass transport and the geometry of Monge-Amp\`ere equations. We show this correspondence by application to an example from geophysical…
In recent years there has been an increasing interest in whether a mean value property, known to characterize harmonic functions, can be extended in some weak form to solutions of nonlinear equations. This question has been partially…
In this paper, we prove second derivative estimates together with classical solvability for the Dirichlet problem of certain Monge-Ampere type equations under sharp hypotheses. In particular we assume that the matrix function in the…
We will define the Monge-Amp\`ere operator on finite (weakly) plurifinely plurisubharmonic functions in plurifinely open sets in complex n-space and show that it defines a positive measure. Ingredients of the proof include a direct proof…
This paper proposes a regularization of the Monge-Amp\`ere equation in planar convex domains through uniformly elliptic Hamilton-Jacobi-Bellman equations. The regularized problem possesses a unique strong solution $u_\varepsilon$ and is…
A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…
We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…
We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent…
Monge-Amp\`ere gravitation is a modification of the classical Newtonian gravitation where the linear Poisson equation is replaced by the nonlinear Monge-Amp\`ere equation. This paper is concerned with the rigorous derivation of…
We prove the long time existence and uniqueness of solutions to the parabolic Monge-Amp\`ere equation on compact almost Hermitian manifolds. We also show that the normalization of solution converges to a smooth function in $C^{\infty}$…
The convexity of solutions to boundary value problems for fully nonlinear elliptic partial differential equations (such as real or complex $k$-Hessian equations) is a challenging topic. In this paper, we establish the power convexity of…
Motivated by conjectures in Mirror Symmetry, we continue the study of the real Monge--Amp\`ere operator on the boundary of a simplex. This can be formulated in terms of optimal transport, and we consider, more generally, the problem of…
We study the solvability and uniqueness for several degenerate Monge--Amp\`ere equations including the Monge--Amp\`ere eigenvalue problem in real Euclidean spaces that involve singular Borel measures. Our approach systematically analyzes…
Sparse operators have emerged as a powerful method to extract sharp constants in harmonic analysis inequalities, for example in the context of bounding singular integral operators. We investigate the level sets of height functions for…