Related papers: Prohibiting isolated singularities in optimal tran…
We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…
We consider the problem of finding consistent upper price bounds and super replication strategies for exotic options, given the observation of call prices in the market. This field of research is called model-independent finance and has…
We study a nonlinear multimarginal optimal transport problem arising in risk management, where the objective is to maximize a spectral risk measure of the pushforward of a coupling by a cost function. Although this problem is inherently…
We study the topology of singularities of $c$-optimal semicouplings in unequal dimension. Our main results describe homotopy-reductions from a source space $(X,\sigma)$ onto the singularities $Z_j$, $j\geq 0$ of $c$-optimal semicouplings…
We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…
A key inequality which underpins the regularity theory of optimal transport for costs satisfying the Ma--Trudinger--Wang condition is the Pogorelov second derivative bound. This translates to an apriori interior $C^1$ estimate for smooth…
We study an entropic optimal transport problem in which the transport plan is penalized by a nonlinear convex functional acting on the coupling. We establish existence, uniqueness, and uniform a priori bounds for minimizers, and we show…
In this paper we analyze a mass transportation problem in a bounded domain with the possibility to transport mass to/from the boundary, paying the transport cost, that is given by the Euclidean distance plus an extra cost depending on the…
We introduce and study a multi-marginal optimal partial transport problem. Under a natural and sharp condition on the dominating marginals, we establish uniqueness of the optimal plan. Our strategy of proof establishes and exploits a…
We study a form of optimal transportation surplus functions which arise in hedonic pricing models. We derive a formula for the Ma-Trudinger-Wang curvature of these functions, yielding necessary and sufficient conditions for them to satisfy…
We study the optimal control problem for a control-affine system, where we want to minimize the $L^1$ norm of the control. First, we show how Pontryagin Maximum Principle (PMP) applies to this problem and we divide the extremal trajectories…
Let $X$ and $Y$ be domains of $\mathbb{R}^n$ equipped with respective probability measures $\mu$ and $ \nu$. We consider the problem of optimal transport from $\mu$ to $\nu$ with respect to a cost function $c: X \times Y \to \mathbb{R}$. To…
Consider a multiperiod optimal transport problem where distributions $\mu_{0},\dots,\mu_{n}$ are prescribed and a transport corresponds to a scalar martingale $X$ with marginals $X_{t}\sim\mu_{t}$. We introduce particular couplings called…
The traveling salesman problem is one of the most studied combinatorial optimization problems, because of the simplicity in its statement and the difficulty in its solution. We characterize the optimal cycle for every convex and increasing…
We analyze controlled mass transportation plans with free end-time that minimize the transport cost induced by the generating function of a Lagrangian within a bounded domain, in addition to costs incurred as export and import tariffs at…
The optimal transport problem with quadratic regularization is useful when sparse couplings are desired. The density of the optimal coupling is described by two functions called potentials; equivalently, potentials can be defined as a…
We prove quantitative bounds on the stability of optimal transport maps and Kantorovich potentials from a fixed source measure $\rho$ under variations of the target measure $\mu$, when the cost function is the squared Riemannian distance on…
We study the regularity of solutions to an optimal transportation problem where the dimension of the source is larger than that of the target. We demonstrate that if the target is $c$-convex, then the source has a canonical foliation whose…
In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…
We show that existence and uniqueness of solutions to transported Monge-Ampere problem on complex compact toric manifold follows easily from the real theory of optimal transportation.