Related papers: Regularity properties of optimal transportation pr…
Given a dynamical system, we say that a performance function has property P if its time averages along orbits are maximized at a periodic orbit. It is conjectured by several authors that for sufficiently hyperbolic dynamical systems,…
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…
We develop Brenier theorems on iterated Wasserstein spaces. For a separable Hilbert space $H$ and $N\geq 1$, we construct a full-support probability $\Lambda$ on $P_2^{N}(H)= P_2(... P_2(H)...)$ that is transport regular: for every $Q$ with…
We study the information geometry of $\bcc$-divergences from families of costs of the form $\mathsf{c}(x, \barx) =\mathsf{u}(x^{\mathfrak{t}}\barx)$ through the optimal transport point of view. Here, $\mathsf{u}$ is a scalar function with…
We study the optimal routing problem in decentralized exchanges built on Constant Function Market Makers when trades can be split across multiple heterogeneous pools and execution incurs fixed on-chain costs (gas fees). While prior routing…
Previously, transport networks are usually treated as homogeneous networks, that is, every node has the same function, simultaneously providing and requiring resources. However, some real networks, such as power grid and supply chain…
We investigate approximately optimal mechanisms in settings where bidders' utility functions are non-linear; specifically, convex, with respect to payments (such settings arise, for instance, in procurement auctions for energy). We provide…
A basic idea in optimal transport is that optimizers can be characterized through a geometric property of their support sets called cyclical monotonicity. In recent years, similar "monotonicity principles" have found applications in other…
Some optimization or equilibrium problems involving somehow the concept of optimal transport are presented in these notes, mainly devoted to applications to economic and game theory settings. A variant model of transport, taking into…
We find the optimal function norm on the left-hand side of the $m$th order Sobolev type inequality $\|u\|_{Y(\mathbb{H}^n)} \leq C \|\nabla_g^m u\|_{X(\mathbb{H}^n)}$ in the $n$-dimensional hyperbolic space $\mathbb{H}^n$, $1\leq m < n$.…
We study the notion of debiasability for cost functions arising in optimal transport. We call a symmetric cost function $c:\mathscr{X}\times\mathscr{X}\to\mathbb{R}\cup\{+\infty\}$ debiasable if it satisfies $c(x,y)\ge…
This paper deals with a variant of the optimal transportation problem. Given f $\in$ L 1 (R d , [0, 1]) and a cost function c $\in$ C(R d x R d) of the form c(x, y) = k(y -- x), we minimise $\int$ c d$\gamma$ among transport plans $\gamma$…
Optimal transport (OT) measures distances between distributions in a way that depends on the geometry of the sample space. In light of recent advances in computational OT, OT distances are widely used as loss functions in machine learning.…
Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the…
We investigate how mass transports that optimize the inner product cost -considered by Y. Brenier- propagate in time along a given Lagrangian. In the deterministic case, we consider transports that maximize and minimize the following…
Let $L=\DD+Z$ for a $C^1$ vector field $Z$ on a complete Riemannian manifold possibly with a boundary. By using the uniform distance, a number of transportation-cost inequalities on the path space for the (reflecting) $L$-diffusion process…
In this paper a new class of modified-Hessian equations, closely related to the Optimal Transportation Equation, will be introduced and studied. In particular, the existence of globally smooth, classical solutions of these equations…
We consider the Widom-Rowlinson model of two types of interacting particles on d-regular graphs. We prove a tight upper bound on the occupancy fraction, the expected fraction of vertices occupied by a particle under a random configuration…
We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…
A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…