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We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…

Functional Analysis · Mathematics 2024-12-10 Alexander Kolesnikov , Svetlana Popova

We investigate the transportation problem under a Monge cost structure and derive compact formulas for optimal dual solutions based on the northwest-corner rule. As an application illustrating how these formulas yield structural insight…

Optimization and Control · Mathematics 2026-02-23 Stefan Nickel , Justo Puerto , Simon Ramoser , Alberto Torrejon

The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Brenier's theorem and the Kantorovich-Rubinstein formula are…

Probability · Mathematics 2025-01-28 Mathias Beiglböck , Gudmund Pammer , Lorenz Riess , Stefan Schrott

We consider an optimal transport problem between laws of random probability measures: given a base cost function, we build the associated OT cost between probability measures that in turn we use to define the OT cost between probability…

Optimization and Control · Mathematics 2026-05-05 Alessandro Pinzi

This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…

Classical Analysis and ODEs · Mathematics 2009-09-16 Guillaume Carlier , Luigi De Pascale , Filippo Santambrogio

We investigate variants of Goddard's problems for nonvertical trajectories. The control is the thrust force, and the objective is to maximize a certain final cost, typically, the final mass. In this report, performing an analysis based on…

Optimization and Control · Mathematics 2009-04-20 Frédéric Bonnans , Pierre Martinon , Emmanuel Trélat

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

Probability · Mathematics 2013-10-04 Xiaolu Tan , Nizar Touzi

We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex…

Optimization and Control · Mathematics 2024-01-02 Giuseppe Savaré , Giacomo Enrico Sodini

In this work we consider an optimal transport problem with coefficients in a normed Abelian group $G$, and extract a purely intrinsic condition on $G$ that guarantees that the optimal transport (or the corresponding minimum filling) is not…

Metric Geometry · Mathematics 2017-07-13 Mircea Petrache , Roger Züst

Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image…

Numerical Analysis · Mathematics 2018-01-15 Roland Herzog , John W. Pearson , Martin Stoll

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 prove that $c$-cyclically monotone transport plans $\pi$ optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability condition is always satisfied for finitely valued, lower…

Optimization and Control · Mathematics 2007-11-09 Walter Schachermayer , Josef Teichmann

The purpose of this paper is to show that in a finite dimensional metric space with Alexandrov's curvature bounded below, Monge's transport problem for the quadratic cost admits a unique solution.

Differential Geometry · Mathematics 2007-05-23 Jerome Bertrand

We provide an explicit algorithm to solve the idempotent analogue of the discrete Monge-Kantorovich optimal mass transportation problem with the usual real number field replaced by the tropical (max-plus) semiring, in which addition is…

Optimization and Control · Mathematics 2026-02-24 Sergio Mayorga , Eugene Stepanov , Pedro Barrios

We prove existence and uniqueness results for solutions to a class of optimal transportation problems with infinitely many marginals, supported on the real line. We also provide a characterization of the solution with an explicit formula.…

Optimization and Control · Mathematics 2012-06-26 Brendan Pass

We study optimal mass transport problems between two measures with respect to a non-traditional cost function, i.e. a cost $c$ which can attain the value $+\infty$. We define the notion of $c$-compatibility and strong-$c$-compatibility of…

Metric Geometry · Mathematics 2021-07-09 Shiri Artstein-Avidan , Shay Sadovsky , Katarzyna Wyczesany

Weak optimal transport generalizes the classical theory of optimal transportation to nonlinear cost functions and covers a range of problems that lie beyond the traditional theory - including entropic transport, martingale transport, and…

Probability · Mathematics 2025-07-16 Filip Pramenković

We consider the problem of optimal transportation with quadratic cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We provide new results on the uniqueness and stability of the associated optimal…

Probability · Mathematics 2018-03-12 Eustasio Del Barrio , Jean-Michel Loubes

This note concerns the relationship between conditions on cost functions and domains and the convexity properties of potentials in optimal transportation and the continuity of the associated optimal mappings. In particular, we prove that if…

Analysis of PDEs · Mathematics 2007-05-23 Neil S. Trudnger , Xu-Jia Wang

Given a stochastic state process $(X_t)_t$ and a real-valued submartingale cost process $(S_t)_t$, we characterize optimal stopping times $\tau$ that minimize the expectation of $S_\tau$ while realizing given initial and target…

Probability · Mathematics 2020-12-24 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer
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