Related papers: Multi-marginal optimal transport: theory and appli…
Let $M,N$ be two smooth compact hypersurfaces of $\mathbb{R}^n$ which bound strictly convex domains equipped with two absolutely continuous measures $\mu$ and $\nu$ (with respect to the volume measures of $M$ and $N$). We consider the…
Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…
Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…
It is well-known that the optimal transport problem on the real line for the classical distance cost may not have a unique solution. In this paper we recover uniqueness by considering the transport problems where the costs are a power…
We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…
This paper is devoted to the study of the Monge-Kantorovich theory of optimal mass transport and its applications, in the special case of one-dimensional and circular distributions. More precisely, we study the Monge-Kantorovich distances…
We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of…
We determine the optimal structure of couplings for the \emph{Martingale transport problem} between radially symmetric initial and terminal laws $\mu, \nu$ on $\R^d$ and show the uniqueness of optimizer. Here optimality means that such…
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…
This paper studies a variant of ramified/branched optimal transportation problems. Given the distributions of production capacities and market sizes, a firm looks for an allocation of productions over factories, a distribution of sales…
Two probability distributions $\mu$ and $\nu$ in second stochastic order can be coupled by a supermartingale, and in fact by many. Is there a canonical choice? We construct and investigate two couplings which arise as optimizers for…
This is our first paper on the extension of our recent work on the Lax-Oleinik commutators and its applications to the intrinsic approach of propagation of singularities of the viscosity solutions of Hamilton-Jacobi equations. We…
In this paper, we introduce a dynamical urban planning model. This leads us to study a system of nonlinear equations coupled through multi-marginal optimal transport problems. A simple case consists in solving two equations coupled through…
The martingale optimal transport aims to optimally transfer a probability measure to another along the class of martingales. This problem is mainly motivated by the robust superhedging of exotic derivatives in financial mathematics, which…
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…
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…
Symmetric Monge-Kantorovich transport problems involving a cost function given by a family of vector fields were used by Ghoussoub-Moameni to establish polar decompositions of such vector fields into $m$-cyclically monotone maps composed…
We consider probability measures on $\mathbb{R}^{\infty}$ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric…
We propose a general framework of mass transport between vector-valued measures, which will be called simultaneous optimal transport (SOT). The new framework is motivated by the need to transport resources of different types simultaneously,…
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…