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We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

We investigate a new multi-marginal optimal transport problem arising from a dissociation model in the Strong Interaction Limit of Density Functional Theory. In this short note, we introduce such dissociation model, the corresponding…

Analysis of PDEs · Mathematics 2024-01-17 Augusto Gerolin , Mircea Petrache , Adolfo Vargas-Jimenez

We consider entropically regularized, semi-discrete versions of variational problems on the set of probability measures involving optimal transport as well as other terms. We prove that the solutions can be characterized by well-posed…

Optimization and Control · Mathematics 2026-04-07 Adrien Cances , Luca Nenna , Daniyar Omarov , Brendan Pass

We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…

Optimization and Control · Mathematics 2026-04-29 Marcel Nutz , Chenyang Zhong

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…

Optimization and Control · Mathematics 2025-12-30 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

Let M and \bar M be n-dimensional manifolds equipped with suitable Borel probability measures \rho and \bar\rho. Ma, Trudinger & Wang gave sufficient conditions on a transportation cost c \in C^4(M \times \bar M) to guarantee smoothness of…

Differential Geometry · Mathematics 2007-12-20 Young-Heon Kim , Robert J. McCann

This article generalizes the study of ramified optimal transport with capacity constraint in transport multi-paths by generalizing the $\mathbf{M}_{\alpha}$ cost to $\mathbf{M}_{\alpha,c}$, which incorporates capacity constraints into the…

Optimization and Control · Mathematics 2025-10-14 Qinglan Xia , Haotian Sun

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 $\gamma$…

Analysis of PDEs · Mathematics 2024-10-10 Jules Candau-Tilh , Michael Goldman , Benoît Merlet

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

Statistics Theory · Mathematics 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

We prove uniqueness of the maximal weak solutions to the supercooled Stefan problem in 1 dimension. This follows by showing that in 1 dimension, the optimal solution of the corresponding free target optimal transport problem given in…

Analysis of PDEs · Mathematics 2026-01-05 Kai Hong Chau , Young-Heon Kim , Mathav Murugan

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Probability · Mathematics 2019-05-15 Aurélien Alfonsi , Rafaël Coyaud , Virginie Ehrlacher , Damiano Lombardi

In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…

Optimization and Control · Mathematics 2019-01-15 M. Soledad Aronna

The Ma-Trudinger-Wang curvature --- or cross-curvature --- is an object arising in the regularity theory of optimal transportation. If the transportation cost is derived from a Hamiltonian action, we show its cross-curvature can be…

Analysis of PDEs · Mathematics 2010-06-01 Paul W. Y. Lee , Robert J. McCann

We investigate the minimum cost of a wide class of combinatorial optimization problems over random bipartite geometric graphs in $\mathbb{R}^d$ where the edge cost between two points is given by a $p$-th power of their Euclidean distance.…

Probability · Mathematics 2023-07-20 Michael Goldman , Dario Trevisan

We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…

Probability · Mathematics 2022-06-22 Johannes Wiesel

In this paper the regularity of optimal transportation potentials defined on round spheres is investigated. Specifically, this research generalises the calculations done by Loeper, where he showed that the strong (A3) condition of Trudinger…

Analysis of PDEs · Mathematics 2013-01-31 Greg T. von Nessi

In this paper, we introduce a primal-dual algorithm for solving (martingale) optimal transportation problems, with cost functions satisfying the twist condition, close to the one that has been used recently for training generative…

Optimization and Control · Mathematics 2019-04-12 Pierre Henry-Labordere

Fix probability densities $f$ and $g$ on open sets $X \subset \mathbf{R}^m$ and $Y \subset \mathbf{R}^n$ with $m\ge n\ge1$. Consider transporting $f$ onto $g$ so as to minimize the cost $-s(x,y)$. We give a non-degeneracy condition (a) on…

Analysis of PDEs · Mathematics 2021-02-25 Pierre-André Chiappori , Robert J McCann , Brendan Pass

We present a self-contained analysis of a particular family of metrics over the set of non-negative integers. We show that these metrics, which are defined through a nested sequence of optimal transport problems, provide tight estimates for…

Optimization and Control · Mathematics 2022-04-21 Mario Bravo , Thierry Champion , Roberto Cominetti

We give new computable necessary conditions for a class of optimal transportation problems to have smooth solutions.

Analysis of PDEs · Mathematics 2010-05-25 Paul W. Y. Lee