Related papers: A General Duality Theorem for the Monge--Kantorovi…
The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…
Symmetric Monge-Kantorovich transport problems involving a cost function given by a family of vector fields were used by Ghoussoub-Moameni to establish polar decompositions of such vector fields into $m$-cyclically monotone maps composed…
Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…
It is well known that martingale transport plans between marginals $\mu\neq\nu$ are never given by Monge maps -- with the understanding that the map is over the first marginal $\mu$, or forward in time. Here, we change the perspective, with…
We present a minimization problem with a horizontal divergence-type constraint in the Heisenberg group. Our study explores its dual formulation and examines its relationship with the congested optimal transport problem, for $1 < p <…
A convex duality result for martingale optimal transport problems with two marginals was established in Beiglb\"ock et al. (2013). In this paper we provide a generalization of this result to the multi-period setting.
Capacity constrained optimal transport is a variant of optimal transport, which adds extra constraints on the set of feasible couplings in the original optimal transport problem to limit the mass transported between each pair of source and…
In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…
This paper investigates causal optimal transportation problems, in the framework of two Polish spaces, both endowed with filtrations. Specific concretizations yield primal problems equivalent to several classical problems of stochastic…
We develop an $\e$-regularity theory at the boundary for a general class of Monge-Amp\`ere type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between H\"older densities supported on $C^2$…
The classical Kantorovich-Rubinstein duality guarantees coincidence between metrics on the space of probability distributions defined on the one hand via transport plans (couplings) and on the other hand via price functions. Both…
In this short note, we show that given a cost function $c$, any coupling $\pi$ of two probability measures where the second is a discrete measure can be associated to a certain bipartite graph containing a perfect matching, based on the…
We study the quadratically regularized optimal transport (QOT) problem for quadratic cost and compactly supported marginals $\mu$ and $\nu$. It has been empirically observed that the optimal coupling $\pi_\epsilon$ for the QOT problem has…
The Monge-Amp\`{e}re equation arises in the theory of optimal transport. When more complicated cost functions are involved in the optimal transportation problem, which are motivated e.g. from economics, the corresponding equation for the…
Fix a pair of smooth source and target densities $\rho$ and $\rho^*$ of equal mass, supported on bounded domains $\Omega, \Omega^* \subset \mathbb{R}^n$. Also fix a cost function $c_0 \in C^{4,\alpha}(\overline{\Omega} \times…
Kantorovich potentials denote the dual solutions of the renowned optimal transportation problem. Uniqueness of these solutions is relevant from both a theoretical and an algorithmic point of view, and has recently emerged as a necessary…
We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…
The theory of weak optimal transport (WOT), introduced by [Gozlan et al., 2017], generalizes the classic Monge-Kantorovich framework by allowing the transport cost between one point and the points it is matched with to be nonlinear. In the…
We prove the Duality Theorems for the stochastic optimal transportation problems with a convex cost function without a regularity assumption that is often supposed in the proof of the lower semicontinuity of an action integral. In our new…
We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…