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In the classical Monge-Kantorovich problem, the transportation cost only depends on the amount of mass sent from sources to destinations and not on the paths followed by this mass. Thus, it does not allow for congestion effects. Using the…

Optimization and Control · Mathematics 2007-05-23 G. Carlier , C. Jimenez , F. Santambrogio

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…

Probability · Mathematics 2007-10-09 Christian Léonard

Using tools from the theory of optimal transport, we establish several results concerning isometric actions of amenable topological groups with potentially unbounded orbits. Specifically, suppose $d$ is a compatible left-invariant metric on…

Functional Analysis · Mathematics 2025-09-16 Christian Rosendal

A natural and important question in multi-marginal optimal transport is whether the \emph{Monge ansatz} is justified; does there exist a solution of Monge, or deterministic, form? We address this question for the quadratic cost when each…

Optimization and Control · Mathematics 2024-01-24 Pedram Emami , Brendan Pass

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

The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…

Optimization and Control · Mathematics 2017-08-08 Luigi De Pascale , Jean Louet

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Over the past five years, multi-marginal optimal transport, a generalization of the well known optimal transport problem of Monge and Kantorovich, has begun to attract considerable attention, due in part to a wide variety of emerging…

Analysis of PDEs · Mathematics 2014-09-12 Brendan Pass

A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the statistical independence between two sets of random variables:…

Optimization and Control · Mathematics 2025-12-17 Andrew D. Lipnick , Esteban G. Tabak , Giulio Trigila , Yating Wang , Xuancheng Ye , Wenjun Zhao

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…

Differential Geometry · Mathematics 2015-07-10 Emmanuel Humbert , Luc Molinet

For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…

Probability · Mathematics 2007-06-13 S. Ekisheva , C. Houdré

In this note we prove that, if the cost function satisfies some necessary structural conditions and the densities are bounded away from zero and infinity, then strictly $c$-convex potentials arising in optimal transportation belong to…

Analysis of PDEs · Mathematics 2012-11-13 Guido De Philippis , Alessio Figalli

Let $\mathcal{H}$ be Hilbert space and $(\Omega,\mu)$ a $\sigma$-finite measure space. Multiplicatively invariant (MI) spaces are closed subspaces of $ L^2(\Omega, \mathcal{H})$ that are invariant under point-wise multiplication by…

Classical Analysis and ODEs · Mathematics 2016-09-12 Carlos Cabrelli , Carolina A. Mosquera , Victoria Paternostro

We present a novel proof of de Finetti's Theorem characterizing permutation-invariant probability measures of infinite sequences of variables, so-called exchangeable measures. The proof is phrased in the language of Markov categories, which…

Probability · Mathematics 2021-11-08 Tobias Fritz , Tomáš Gonda , Paolo Perrone

We establish a general condition on the cost function to obtain uniqueness and Monge solutions in the multi-marginal optimal transport problem, under the assumption that a given collection of the marginals are absolutely continuous with…

Optimization and Control · Mathematics 2022-02-15 Brendan Pass , Adolfo Vargas-Jiménez

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…

Functional Analysis · Mathematics 2021-11-29 Vladimir Bogachev , Svetlana Popova

We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier. Our extension allows optimal transfer of unnormalized and unequal masses. We…

Optimization and Control · Mathematics 2019-10-23 Wilfrid Gangbo , Wuchen Li , Stanley Osher , Michael Puthawala

We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…

Optimization and Control · Mathematics 2023-01-02 Toshio Mikami , Haruka Yamamoto

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 consider the Monge-Kantorovich optimal transportation problem between two measures, one of which is a weighted sum of Diracs. This problem is traditionally solved using expensive geometric methods. It can also be reformulated as an…

Numerical Analysis · Mathematics 2014-08-05 Jean-David Benamou , Brittany D. Froese