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Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…

Econometrics · Economics 2026-02-13 Yinchu Zhu , Ilya O. Ryzhov

We employ scoring functions, used in statistics for eliciting risk functionals, as cost functions in the Monge-Kantorovich (MK) optimal transport problem. This gives raise to a rich variety of novel asymmetric MK divergences, which subsume…

Risk Management · Quantitative Finance 2024-04-11 Silvana M. Pesenti , Steven Vanduffel

We consider the $L^\infty$-optimal mass transportation problem \[ \min_{\Pi(\mu, \nu)} \gamma-\mathrm{ess\,sup\,} c(x,y), \] for a new class of costs $c(x,y)$ for which we introduce a tentative notion of twist condition. In particular we…

Analysis of PDEs · Mathematics 2023-01-18 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…

Numerical Analysis · Mathematics 2022-06-28 Said Kerrache , Yasushi Nakauchi

There are well-established connections between combinatorial optimization, optimal transport theory and Hydrodynamics, through the linear assignment problem in combinatorics, the Monge-Kantorovich problem in optimal transport theory and the…

Analysis of PDEs · Mathematics 2014-10-02 Yann Brenier

We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier. Our extension allows optimal transfer of unnormalized and unequal masses. We…

Optimization and Control · Mathematics 2019-10-23 Wilfrid Gangbo , Wuchen Li , Stanley Osher , Michael Puthawala

For a family of probability spaces $\{(X_k,\mathcal{B}_{X_k},\mu_k)\}_{k=1}^N$ and a cost function $c: X_1\times\cdots\times X_N\to \mathbb{R}$ we consider the Monge-Kantorovich problem \begin{align*}\tag{MK}\label{MONKANT}…

Optimization and Control · Mathematics 2024-04-23 Mohammad Ali Ahmadpoor , Abbas Moameni

A quantum version of the Monge--Kantorovich optimal transport problem is analyzed. The transport cost is minimized over the set of all bipartite coupling states $\rho^{AB}$, such that both of its reduced density matrices $\rho^A$ and…

Quantum Physics · Physics 2022-09-21 Shmuel Friedland , Michał Eckstein , Sam Cole , Karol Życzkowski

We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…

Optimization and Control · Mathematics 2011-05-23 Ahed Hindawi , Ludovic Rifford , Jean-Baptiste Pomet

In this paper, we give a new characterization of the cut locus of a point on a compact Riemannian manifold as the zero set of the optimal transport density solution of the Monge-Kantorovich equations, a PDE formulation of the optimal…

Numerical Analysis · Mathematics 2021-12-15 Enrico Facca , Luca Berti , Francesco Fassó , Mario Putti

This chapter describes techniques for the numerical resolution of optimal transport problems. We will consider several discretizations of these problems, and we will put a strong focus on the mathematical analysis of the algorithms to solve…

Numerical Analysis · Mathematics 2020-03-03 Quentin Merigot , Boris Thibert

We prove uniqueness and Monge solution results for multi-marginal optimal transportation problems with a certain class of surplus functions; this class arises naturally in multi-agent matching problems in economics. This result generalizes…

Analysis of PDEs · Mathematics 2012-10-30 Brendan Pass

We give a necessary and sufficient condition on the cost function so that the map solution of Monge's optimal transportation problem is continuous for arbitrary smooth positive data. This condition was first introduced by Ma, Trudinger and…

Analysis of PDEs · Mathematics 2013-01-29 G. Loeper

Solutions to Monge-Kantorovich equations, expressing optimality condition in mass transportation problem with cost equal to distance, are stationary points of a critical-slope model for sand surface evolution. Using a dual variational…

Optimization and Control · Mathematics 2007-05-23 Leonid Prigozhin

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…

Analysis of PDEs · Mathematics 2025-01-14 Rolf Andreasson , Jakob Hultgren , Mattias Jonsson , Enrica Mazzon , Nicholas McCleerey

We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…

Operator Algebras · Mathematics 2015-03-13 Francesco D'Andrea , Pierre Martinetti

The optimal transport problem studies how to transport one measure to another in the most cost-effective way and has wide range of applications from economics to machine learning. In this paper, we introduce and study an information…

Information Theory · Computer Science 2020-08-25 Yikun Bai , Xiugang Wu , Ayfer Ozgur

In this paper, we obtain some regularities of the free boundary in optimal transportation with the quadratic cost. Our first result is about the $C^{1,\alpha}$ regularity of the free boundary for optimal partial transport between convex…

Analysis of PDEs · Mathematics 2020-05-26 Shibing Chen , Jiakun Liu

In this paper, we present a numerical method, based on iterative Bregman projections, to solve the optimal transport problem with Coulomb cost. This is related to the strong interaction limit of Density Functional Theory. The first idea is…

Numerical Analysis · Mathematics 2015-05-11 Jean-David Benamou , Guillaume Carlier , Luca Nenna

A result of Hohloch links the theory of integer partitions with the Monge formulation of the optimal transport problem, giving the optimal transport map between (Young diagrams of) integer partitions and their corresponding symmetric…

Combinatorics · Mathematics 2023-10-17 Daniel Owusu Adu , Daniel Keliher