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Related papers: Optimal pricing for optimal transport

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Let $X,Y$ be two finite sets of points having $\#X = m$ and $\#Y = n$ points with $\mu = (1/m) \sum_{i=1}^{m} \delta_{x_i}$ and $\nu = (1/n) \sum_{j=1}^{n} \delta_{y_j}$ being the associated uniform probability measures. A result of…

Optimization and Control · Mathematics 2022-06-02 Bamdad Hosseini , Stefan Steinerberger

This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…

Functional Analysis · Mathematics 2025-10-22 William Ford

We study the notion of debiasability for cost functions arising in optimal transport. We call a symmetric cost function $c:\mathscr{X}\times\mathscr{X}\to\mathbb{R}\cup\{+\infty\}$ debiasable if it satisfies $c(x,y)\ge…

Optimization and Control · Mathematics 2026-04-23 Pierre-Cyril Aubin-Frankowski , Virginie Ehrlacher , Gabriele Todeschi

We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…

Optimization and Control · Mathematics 2016-08-16 Christian Léonard

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…

Optimization and Control · Mathematics 2020-05-27 Gabriel Khan , Jun Zhang

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

We consider the problem of choosing prices of a set of products so as to maximize profit, taking into account self-elasticity and cross-elasticity, subject to constraints on the prices. We show that this problem can be formulated as…

Optimization and Control · Mathematics 2026-04-30 Maximilian Schaller , Stephen Boyd

In this paper we study a variant of the branched transportation problem, that we call multi-material transport problem. This is a transportation problem, where distinct commodities are transported simultaneously along a network. The cost of…

Analysis of PDEs · Mathematics 2019-03-07 Andrea Marchese , Annalisa Massaccesi , Riccardo Tione

In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the optimal…

Machine Learning · Computer Science 2020-06-19 Ashok Vardhan Makkuva , Amirhossein Taghvaei , Sewoong Oh , Jason D. Lee

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

We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…

Numerical Analysis · Mathematics 2024-01-29 Maximiliano Frungillo

Given two compact metric spaces $X$ and $Y$, a Lipschitz continuous cost function $c$ on $X \times Y$ and two probabilities $\mu \in\mathcal{P}(X),\,\nu\in\mathcal{P}(Y)$, we propose to study the Monge-Kantorovich problem and its duality…

Dynamical Systems · Mathematics 2025-02-03 Jairo K. Mengue

We develop a synthetic, variational framework for deriving comparison principles in infinite-dimensional Banach spaces. Unlike traditional approaches that rely on the regularity of minimizers and Euler--Lagrange equations, our method…

Optimization and Control · Mathematics 2025-12-01 Flavien Léger , Maxime Sylvestre

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 prove the Duality Theorems for the stochastic optimal transportation problems with a convex cost function without a regularity assumption that is often supposed in the proof of the lower semicontinuity of an action integral. In our new…

Probability · Mathematics 2021-01-18 Toshio Mikami

We consider the Monge-Kantorovich transport problem in a purely measure theoretic setting, i.e. without imposing continuity assumptions on the cost function. It is known that transport plans which are concentrated on c-monotone sets are…

Optimization and Control · Mathematics 2009-01-19 Mathias Beiglböck , Martin Goldstern , Gabriel Maresch , Walter Schachermayer

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

We consider the $L^\infty$-optimal mass transportation problem \[ \min_{\Pi(\mu, \nu)} \gamma-\mathrm{ess\,sup\,} c(x,y), \] for a new class of costs $c(x,y)$ for which we introduce a tentative notion of twist condition. In particular we…

Analysis of PDEs · Mathematics 2023-01-18 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

Optimal transportation with capacity constraints, a variant of the well-known optimal transportation problem, is concerned with transporting one probability density $f \in L^1(\mathbb{R}^m)$ onto another one $g \in L^1(\mathbb{R}^n)$ so as…

Optimization and Control · Mathematics 2014-03-05 Jonathan Korman , Robert J. McCann , Christian Seis

We consider the optimal transport problem between a set of $n$ red points and a set of $n$ blue points subject to a concave cost function such as $c(x,y) = \|x-y\|^{p}$ for $0< p < 1$. Our focus is on a particularly simple matching…

Classical Analysis and ODEs · Mathematics 2025-08-28 Andrea Ottolini , Stefan Steinerberger