Related papers: A class of multi-marginal c-cyclically monotone se…
We study the regularity of optimal transport maps between convex domains with quadratic cost. For nondegenerate $C^{\alpha}$-densities, we prove $C^{1, 1-\varepsilon}$-regularity of the potentials up to the boundary. If in addition the…
We define a product of algebraic probability spaces equipped with two states. This product is called a conditionally monotone product. This product is a new example of independence in non-commutative probability theory and unifies the…
Many natural decision problems can be formulated as constraint satisfaction problems for reducts $\mathbb{A}$ of finitely bounded homogeneous structures. This class of problems is a large generalisation of the class of CSPs over finite…
We consider a class of stochastic optimal transport, SOT for short, with given two endpoint marginals in the case where a cost function exhibits at most quadratic growth. We first study the upper and lower estimates, the short--time…
A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…
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…
A subset of a Carnot group is said to be precisely monotone if the restriction of its characteristic function to each integral curve of every left-invariant horizontal vector field is monotone. Equivalently, a precisely monotone set is a…
We prove the existence of at least $cl(M)$ periodic orbits for certain time dependant Hamiltonian systems on the cotangent bundle of an arbitrary compact manifold $M$. These Hamiltonians are not necessarily convex but they satisfy a certain…
The main result of this paper is a proof using real analysis of the monotonicity of the topological entropy for the family of quadratic maps, sometimes called Milnor's Monotonicity Conjecture. In contrast, the existing proofs rely in one…
We prove a monotonicity condition satisfied by the Erlang C formula when computed in the Halfin-Whitt regime. This property was recently conjectured in Janssen et al. [2011].
We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…
In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…
Under the prevalent potential outcome model in causal inference, each unit is associated with multiple potential outcomes but at most one of which is observed, leading to many causal quantities being only partially identified. The inherent…
The Strictly Correlated Electrons (SCE) limit of the Levy-Lieb functional in Density Functional Theory (DFT) gives rise to a symmetric multi-marginal optimal transport problem with Coulomb cost, where the number of marginal laws is equal to…
Solutions of a variational inequality are found by giving conditions for the monotone convergence with respect to a cone of the Picard iteration corresponding to its natural map. One of these conditions is the isotonicity of the projection…
We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…
Strassen's classical martingale coupling theorem states that two real-valued random variables are ordered in the convex (resp.\ increasing convex) stochastic order if and only if they admit a martingale (resp.\ submartingale) coupling. By…
Some classical mass transportation problems are investigated in a finitely additive setting. Let $\Omega=\prod_{i=1}^n\Omega_i$ and $\mathcal{A}=\otimes_{i=1}^n\mathcal{A}_i$, where $(\Omega_i,\mathcal{A}_i,\mu_i)$ is a ($\sigma$-additive)…
In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…
Classes of set functions along with a choice of ground set are a bedrock to determine and develop corresponding variants of greedy algorithms to obtain efficient solutions for combinatorial optimization problems. The class of approximate…