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We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex…
This paper analyzes a regularization scheme of the Monge--Amp\`ere equation by uniformly elliptic Hamilton--Jacobi--Bellman equations. The main tools are stability estimates in the $L^\infty$ norm from the theory of viscosity solutions…
We prove the existence and uniqueness of weak solutions for the generalized Monge-Amp\`ere equation and the supercritical deformed Hermitian-Yang-Mills equation in cohomology classes lying on the boundary of the solvable region. Moreover,…
The dual problem of optimal transportation in Lorentz-Finsler geometry is studied. It is shown that in general no solution exists even in the presence of an optimal coupling. Under natural assumptions dual solutions are established. It is…
This paper introduces a notion of viscosity solutions for second order elliptic Hamilton-Jacobi-Bellman (HJB) equations with infinite delay associated with infinite-horizon optimal control problems for stochastic differential equations with…
We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…
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…
Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…
We present a deep generative model, named Monge-Amp\`ere flow, which builds on continuous-time gradient flow arising from the Monge-Amp\`ere equation in optimal transport theory. The generative map from the latent space to the data space…
This paper proposes a regularization of the Monge-Amp\`ere equation in planar convex domains through uniformly elliptic Hamilton-Jacobi-Bellman equations. The regularized problem possesses a unique strong solution $u_\varepsilon$ and is…
We investigate a new multi-marginal optimal transport problem arising from a dissociation model in the Strong Interaction Limit of Density Functional Theory. In this short note, we introduce such dissociation model, the corresponding…
Motivated by conjectures in Mirror Symmetry, we continue the study of the real Monge--Amp\`ere operator on the boundary of a simplex. This can be formulated in terms of optimal transport, and we consider, more generally, the problem of…
We propose a numerical method to approximate viscosity solutions of fully nonlinear free transmission problems. The method discretises a two-layer regularisation of a PDE, involving a functional and a vanishing parameter. The former is…
We exhibit a surprising relationship between elliptic gradient systems of PDEs, multi-marginal Monge-Kantorovich optimal transport problem, and multivariable Hardy-Littlewood inequalities. We show that the notion of an orientable elliptic…
The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…
In this paper we prove the equivalence between some known notions of solutions to the eikonal equation and more general analogs of the Hamilton-Jacobi equations in complete and rectifiably connected metric spaces. The notions considered are…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
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…
The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…
In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We…