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A general framework is given to analyze the falsifiability of economic models based on a sample of their observable components. It is shown that, when the restrictions implied by the economic theory are insufficient to identify the unknown…

Econometrics · Economics 2021-02-25 Ivar Ekeland , Alfred Galichon , Marc Henry

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

Probability · Mathematics 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

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…

Optimization and Control · Mathematics 2023-08-31 Julio Backhoff-Veraguas , Mathias Beiglböck , Giovanni Conforti

The study of reflector surfaces in geometric optics necessitates the analysis of certain nonlinear equations of Monge-Amp\`ere type known as generated Jacobian equations. These equations, whose general existence theory has been recently…

Analysis of PDEs · Mathematics 2016-05-13 Nestor Guillen , Jun Kitagawa

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 stability of solutions to optimal transport problems under variation of the measures is fundamental from a mathematical viewpoint: it is closely related to the convergence of numerical approaches to solve optimal transport problems and…

Numerical Analysis · Mathematics 2022-07-25 Anatole Gallouët , Quentin Mérigot , Boris Thibert

Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans $\pi_1, \pi_2, \ldots$ converges weakly to a transport plan $\pi$, then $\pi$ is also optimal (between its…

Probability · Mathematics 2020-12-22 Julio Backhoff-Veraguas , Gudmund Pammer

We discuss first order optimality conditions for geometric optimization problems with Neumann boundary conditions and boundary observation. The methods we develop here are applicable to large classes of state systems or cost functionals.…

Optimization and Control · Mathematics 2022-10-07 Dan Tiba

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

This paper is devoted to variational problems on the set of probability measures which involve optimal transport between unequal dimensional spaces. In particular, we study the minimization of a functional consisting of the sum of a term…

Analysis of PDEs · Mathematics 2019-11-18 Luca Nenna , Brendan Pass

We consider maps $T$ solving the optimal transport problem with a cost $c(x-y)$ modeled on the $p$-cost. For H\"older continuous marginals, we prove a $C^{1,\alpha}$-partial regularity result for $T $in the set $\{|T(x)-x|>0\}$.

Analysis of PDEs · Mathematics 2024-07-15 Michael Goldman , Lukas Koch

We consider an optimal transportation problem with more than two marginals. We use a family of semi-Riemannian metrics derived from the mixed, second order partial derivatives of the cost function to provide upper bounds for the dimension…

Analysis of PDEs · Mathematics 2010-08-27 Brendan Pass

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…

Optimization and Control · Mathematics 2025-02-13 Tianhao Wu , Qihao Cheng , Zihao Wang , Chaorui Zhang , Bo Bai , Zhongyi Huang , Hao Wu

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

Optimization and Control · Mathematics 2018-01-23 Robert J McCann

The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…

Optimization and Control · Mathematics 2023-08-08 Luca Nenna , Brendan Pass

We effectively bound T-singularities on non-rational projective surfaces with an arbitrary amount of T-singularities and ample canonical class. This fully generalizes the previous work for the case of one singularity, and illustrates the…

Algebraic Geometry · Mathematics 2024-04-10 Fernando Figueroa , Julie Rana , Giancarlo Urzúa

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

In this paper, we prove second derivative estimates together with classical solvability for the Dirichlet problem of certain Monge-Ampere type equations under sharp hypotheses. In particular we assume that the matrix function in the…

Analysis of PDEs · Mathematics 2013-03-05 Feida Jiang , Neil S Trudinger , Xiao-Ping Yang

We investigate stability properties of weak supermartingale optimal transport (WSOT) problems on $\mathbb{R}$. For probability measures $\mu,\nu\in\mathcal{P}_r$ satisfying $\mu \leq_{cd} \nu$ (equivalently, $\Pi_S(\mu,\nu)\neq\emptyset$),…

Probability · Mathematics 2026-03-31 Shuoqing Deng , Gaoyue Guo , Dominykas Norgilas

We study optimal transport plans from $m$ equally weighted points (with weights $1/m$) to $n$ equally weighted points (with weights $1/n$). The Birkhoff-von Neumann Theorem implies that if $m=n$, then the optimal transport plan can be…

Optimization and Control · Mathematics 2023-12-08 Alexander Bruce Johnson , Stefan Steinerberger
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