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We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…

Probability · Mathematics 2022-06-22 Johannes Wiesel

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

We study the Monge--Kantorovich problem with one-dimensional marginals $\mu$ and $\nu$ and the cost function $c = \min\{l_1, \ldots, l_n\}$ that equals the minimum of a finite number $n$ of affine functions $l_i$ satisfying certain…

Probability · Mathematics 2017-03-24 Alexander V. Kolesnikov , Nikolay Lysenko

Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…

Econometrics · Economics 2026-02-13 Yinchu Zhu , Ilya O. Ryzhov

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

Probability · Mathematics 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

We study routing behavior in transportation networks with mixed autonomy, that is, networks in which a fraction of the vehicles on each road are equipped with autonomous capabilities such as adaptive cruise control that enable reduced…

Optimization and Control · Mathematics 2017-10-24 Daniel A. Lazar , Samuel Coogan , Ramtin Pedarsani

In this paper, we prove a structure theorem for discrete optimal transportation plans. We show that, given any pair of discrete probability measures and a cost function, there exists an optimal transportation plan that can be expressed as…

Optimization and Control · Mathematics 2021-04-28 Gennaro Auricchio , Marco Veneroni

We consider some repulsive multimarginal optimal transportation problems which include, as a particular case, the Coulomb cost. We prove a regularity property of the minimizers (optimal transportation plan) from which we deduce existence…

Optimization and Control · Mathematics 2016-09-01 Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

We consider maps $T$ solving the optimal transport problem with a cost $c(x-y)$ modeled on the $p$-cost. For H\"older continuous marginals, we prove a $C^{1,\alpha}$-partial regularity result for $T $in the set $\{|T(x)-x|>0\}$.

Analysis of PDEs · Mathematics 2024-07-15 Michael Goldman , Lukas Koch

In this work, we develop a new framework for dynamic network flow problems based on optimal transport theory. We show that the dynamic multi-commodity minimum-cost network flow problem can be formulated as a multi-marginal optimal transport…

Optimization and Control · Mathematics 2021-06-29 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

Using the growing volumes of vehicle trajectory data, it becomes increasingly possible to capture time-varying and uncertain travel costs in a road network, including travel time and fuel consumption. The current paradigm represents a road…

Databases · Computer Science 2015-12-07 Jian Dai , Bin Yang , Chenjuan Guo , Christian S. Jensen

Given a smooth Riemannian manifold $(M,g)$, compact and without boundary, we analyze the dynamical optimal mass transport problem where the cost is given by the sum of the kinetic energy and the relative entropy with respect to a reference…

Analysis of PDEs · Mathematics 2024-01-05 Gabriele Bocchi , Alessio Porretta

We study the inverse optimal transport problem of recovering the ground cost from an optimal transport plan. In discrete settings, this problem reduces to inverse linear programming and is intrinsically ill-posed, exhibiting…

Optimization and Control · Mathematics 2026-04-27 Gabriel Peyré , Clarice Poon , Oscar Tron

The performance of multimodal mobility systems relies on the seamless integration of conventional mass transit services and the advent of Mobility-on-Demand (MoD) services. Prior work is limited to individually improving various transport…

Computational Engineering, Finance, and Science · Computer Science 2021-05-24 Qi Luo , Samitha Samaranayake , Siddhartha Banerjee

We consider the minimization of the $h$-mass over normal $1$-currents in $\mathbb{R}^n$ with coefficients in $\mathbb{R}^m$ and prescribed boundary. This optimization is known as multi-material transport problem and used in the context of…

Optimization and Control · Mathematics 2025-10-14 Julius Lohmann , Bernhard Schmitzer , Benedikt Wirth

In this paper we consider the mass transport problem in the case of a relativistic cost; we can establish the continuity of the total cost, together with a general estimate about the directions in which the mass can actually move, under…

Optimization and Control · Mathematics 2016-12-20 Jean Louet , Aldo Pratelli , Florian Zeisler

Understanding the generalization of deep neural networks is one of the most important tasks in deep learning. Although much progress has been made, theoretical error bounds still often behave disparately from empirical observations. In this…

Machine Learning · Computer Science 2021-11-09 Ching-Yao Chuang , Youssef Mroueh , Kristjan Greenewald , Antonio Torralba , Stefanie Jegelka

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

Optimization and Control · Mathematics 2018-05-02 Justin Solomon

In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…

Optimization and Control · Mathematics 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Probability · Mathematics 2019-05-15 Aurélien Alfonsi , Rafaël Coyaud , Virginie Ehrlacher , Damiano Lombardi