Related papers: Duality for Borel measurable cost functions
We focus on Optimal Transport PDE on the unit sphere $\mathbb{S}^2$ with a particular type of cost function $c(x,y) = F(x \cdot y, x \cdot \hat{e}, y \cdot \hat{e})$ which we call cost functions with preferential direction, where $\hat{e}…
This is the second of two works concerning the Sobolev calculus on metric measure spaces and its applications. In this work, we focus on several approaches to vector calculus in the non-smooth setting of complete and separable metric spaces…
We show that in any complete metric space the probability measures $\mu$ with compact and connected support are the ones having the property that the optimal tranportation distance to any other probability measure $\nu$ living on the…
For probability measures $\mu,\nu$ and $\rho$ define the cost functionals \begin{align*} C(\mu,\rho):=\sup_{\pi\in \Pi(\mu,\rho)} \int \langle x,y\rangle\, \pi(dx,dy),\quad C(\nu,\rho):=\sup_{\pi\in \Pi(\nu,\rho)} \int \langle x,y\rangle\,…
Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…
The aim of the present paper is to extend Kantorovich's mass transport problem to the framework of upper/lower continuous capacities and to prove the cyclic monotonicity of the supports of optimal supermodular plans. As in the probabilistic…
A weighted sums of squares decomposition of positive Borel measurable functions on a bounded Borel subset of the Euclidean space is obtained via duality from the spectral theorem for tuples of commuting self-adjoint operators. The analogous…
We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…
We present a range of applications of localisation for constrained transports for pairs of probability measures in order with respect to a lattice cone. These examples comprise irreducible convex paving for martingale transports in…
We study the complexity with respect to Borel reducibility of the relations of isometry and isometric embeddability between ultrametric Polish spaces for which a set $D$ of possible distances is fixed in advance. These are, respectively, an…
This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…
A natural and important question in multi-marginal optimal transport is whether the \emph{Monge ansatz} is justified; does there exist a solution of Monge, or deterministic, form? We address this question for the quadratic cost when each…
We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual…
We establish a general condition on the cost function to obtain uniqueness and Monge solutions in the multi-marginal optimal transport problem, under the assumption that a given collection of the marginals are absolutely continuous with…
We study a single-period optimal transport problem on $\mathbb{R}^2$ with a covariance-type cost function $c(x,y) = (x_1-y_1)(x_2-y_2)$ and a backward martingale constraint. We show that a transport plan $\gamma$ is optimal if and only if…
We consider the following variant of the Monge-Kantorovich transportation problem. Let S be a finite set of point sites in d dimensions. A bounded set C in d-dimensional space is to be distributed among the sites p in S such that (i) each p…
Mass transportation problems appear in various areas of mathematics, their solutions involving cost convex potentials. Fenchel duality also represents an important concept for a wide variety of optimization problems, both from the…
In this paper we show that if $(X,\mathcal{A})$ is a measurable space and if $Y$ is a topological model of a Lawvere theory $\mathcal{T}$ equipped with $\mathcal{B}$ the Borel $\sigma$-algebra on $Y$, then the set of…
We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of…
We investigate the convergence rate of the optimal entropic cost $v_\varepsilon$ to the optimal transport cost as the noise parameter $\varepsilon \downarrow 0$. We show that for a large class of cost functions $c$ on $\mathbb{R}^d\times…