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This paper is devoted to the study of the Monge-Kantorovich theory of optimal mass transport and its applications, in the special case of one-dimensional and circular distributions. More precisely, we study the Monge-Kantorovich distances…

Functional Analysis · Mathematics 2010-07-28 Julie Delon , Julien Rabin , Yann Gousseau

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…

Optimization and Control · Mathematics 2018-05-02 Justin Solomon

We study Kantorovich type optimal transportation problems with nonlinear cost functions, including dependence on conditional measures of transport plans. A range of nonlinear Kantorovich problems for cost functions of a special form is…

Functional Analysis · Mathematics 2022-12-21 Svetlana Popova

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 consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Anqi Dong , Arthur Stephanovitch , Tryphon T. Georgiou

We prove the existence of solutions for the Monge minimization problem, addressed in a metric measure space $(X,d,m)$ enjoying the Riemannian curvature-dimension condition $\RCD(K,N)$, with $N < \infty$. For the first marginal measure, we…

Metric Geometry · Mathematics 2013-10-16 Fabio Cavalletti

A fundamental concept in optimal transport is c-cyclical monotonicity: it allows to link the optimality of transport plans to the geometry of their support sets. Recently, related concepts have been successfully applied in the…

Probability · Mathematics 2019-08-12 Mathias Beiglböck , Claus Griessler

The Brenier optimal map and the Knothe-Rosenblatt rearrangement are two instances of a transport map, that is to say a map sending one measure onto another. The main interest of the former is that it solves the Monge-Kantorovich optimal…

Optimization and Control · Mathematics 2012-09-26 Nicolas Bonnotte

This paper is concerned with the existence of globally smooth solutions for the second boundary value problem for Monge-Ampere equations and the application to regularity of potentials in optimal transportation. The cost functions satisfy a…

Analysis of PDEs · Mathematics 2007-06-13 Neil S Trudinger , Xu-jia Wang

The duality theory of the Monge-Kantorovich transport problem is investigated in an abstract measure theoretic framework. Let $(\mathcal{X},\mathcal{F},\mu)$ and $(\mathcal{Y},\mathcal{G},\nu)$ be any probability spaces and…

Probability · Mathematics 2019-07-17 Pietro Rigo

We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

Analysis of PDEs · Mathematics 2022-07-12 Yash Jhaveri , Ovidiu Savin

We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…

Theoretical Economics · Economics 2026-04-06 Koji Yokote

In this paper, we consider the Monge optimal transport problem with distance cost. We prove that in some metric spaces, possibly with many branching geodesics, an optimal transport map exists if the first marginal is absolutely continuous.…

Metric Geometry · Mathematics 2019-10-01 Shinichiro Kobayashi

In classical optimal transport, the contributions of Benamou-Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas.…

Probability · Mathematics 2019-01-16 Julio Backhoff-Veraguas , Mathias Beiglböck , Martin Huesmann , Sigrid Källblad

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 shall prove new contraction properties of general transportation costs along nonnegative measure-valued solutions to Fokker-Planck equations in $R^d$, when the drift is a monotone (or $\lambda$-monotone) operator. A new duality approach…

Analysis of PDEs · Mathematics 2010-02-02 Luca Natile , Mark A. Peletier , Giuseppe Savaré

The dual attainment of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:\XY…

Optimization and Control · Mathematics 2020-07-17 Mathias Beiglböck , Christian Léonard , Walter Schachermayer

We consider some repulsive multimarginal optimal transportation problems which include, as a particular case, the Coulomb cost. We prove a regularity property of the minimizers (optimal transportation plan) from which we deduce existence…

Optimization and Control · Mathematics 2016-09-01 Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

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

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky