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The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

We study optimal transportation with the quadratic cost function in geodesic metric spaces satisfying suitable non-branching assumptions. We introduce and study the notions of slope along curves and along geodesics and we apply the latter…

Metric Geometry · Mathematics 2011-11-23 Luigi Ambrosio , Tapio Rajala

We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Arthur Stephanovitch , Anqi Dong , Tryphon T. Georgiou

We introduce and analyze a statistical estimator for Monge transport maps: solutions to the quadratic optimal transport problem in Euclidean space. For absolutely continuous source measures, this map is uniquely defined as the gradient of a…

Optimization and Control · Mathematics 2026-04-27 Elsa Cazelles , Edouard Pauwels , Léo Portales

We study the optimal transport problem in sub-Riemannian manifolds where the cost function is given by the square of the sub-Riemannian distance. Under appropriate assumptions, we generalize Brenier-McCann's Theorem proving existence and…

Optimization and Control · Mathematics 2009-10-15 Alessio Figalli , Ludovic Rifford

In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…

Optimization and Control · Mathematics 2021-05-18 Gennaro Auricchio

We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost $c(x,y)$ which is not finite everywhere, but coincides with $|x-y|^2$ if the displacement $y-x$ belongs to a given convex set $C$ and it is…

Optimization and Control · Mathematics 2011-10-17 Chloé Jimenez , Filippo Santambrogio

We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic transport given by the gradient of a continuously differentiable…

Probability · Mathematics 2019-09-18 Nathael Gozlan , Nicolas Juillet

Brenier's theorem is a cornerstone of optimal transport that guarantees the existence of an optimal transport map $T$ between two probability distributions $P$ and $Q$ over $\mathbb{R}^d$ under certain regularity conditions. The main goal…

Statistics Theory · Mathematics 2020-07-01 Jan-Christian Hütter , Philippe Rigollet

We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…

Optimization and Control · Mathematics 2023-12-19 Karthik Elamvazhuthi , Matt Jacobs

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…

Optimization and Control · Mathematics 2026-05-22 Bahar Taskesen

An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…

Optimization and Control · Mathematics 2021-03-03 Asuka Takatsu

We address optimal control problems on the space of measures for an objective containing a smooth functional and an optimal transport regularization. That is, the quadratic Monge-Kantorovich distance between a given prior measure and the…

Optimization and Control · Mathematics 2025-10-27 Nicolas Borchard , Gerd Wachsmuth

Optimal maps, solutions to the optimal transportation problems, are completely determined by the corresponding c-convex potential functions. In this paper, we give simple sufficient conditions for a smooth function to be c-convex when the…

Differential Geometry · Mathematics 2010-06-22 Paul W. Y. Lee

Two recent works, Avella-Medina and Gonz\'alez-Sanz (2026) and Passeggeri and Paindaveine (2026), studied the robustness of the optimal transport map through its breakdown point, i.e., the smallest fraction of contamination that can make…

Statistics Theory · Mathematics 2026-03-18 Alberto Gonzalez-Sanz , Marco Avella Medina

Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…

Portfolio Management · Quantitative Finance 2025-10-07 Gabriela Kováčová , Georg Menz , Niket Patel

We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the…

Optimization and Control · Mathematics 2007-11-24 Andrei Agrachev , Paul Lee

We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…

Optimization and Control · Mathematics 2023-01-02 Toshio Mikami , Haruka Yamamoto

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…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…

Probability · Mathematics 2025-02-18 Martin Huesmann , Michael Goldman , Dario Trevisan
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