Related papers: Multi-marginal maximal monotonicity and convex ana…
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…
This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and allows…
We study solutions to the multi-marginal Monge-Kantorovich problem which are concentrated on several graphs over the first marginal. We first present two general conditions on the cost function which ensure, respectively, that any solution…
In this paper, we study convex analysis and its theoretical applications. We first apply important tools of convex analysis to Optimization and to Analysis. We then show various deep applications of convex analysis and especially infimal…
The inclusion equations of the type $f \in T ( x)$ where $T: X \to 2^{X^{\ast}}$ is a maximal monotone map, are extensively studied in nonlinear analysis. In this paper, we present a new construction of the degree of maximal monotone maps…
$c$-cyclical monotonicity is the most important optimality condition for an optimal transport plan. While the proof of necessity is relatively easy, the proof of sufficiency is often more difficult or even elusive. We present here a new…
We consider the modified Monge-Kantorovich problem with additional restriction: admissible transport plans must vanish on some fixed functional subspace. Different choice of the subspace leads to different additional properties optimal…
This paper studies the geometry of the optimizer for the optimal transport problem with capacity constraints. We introduce the concept of c-capacity monotonicity, which is a generalization of c-cyclical monotonicity in optimal transport. We…
A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…
The main focus of this paper is to study multi-valued linear monotone operators in the contexts of locally convex spaces via the use of their Fitzpatrick and Penot functions. Notions such as maximal monotonicity, uniqueness,…
We study monotone extension problems in the general framework of dual systems, without assuming separation. The paper develops a compact target-set formulation that includes multivalued operators as a special case and allows the initial set…
A remarkable connection between optimal design and Monge transport was initiated in the years 1997 in the context of the minimal elastic compliance problem and where the euclidean metric cost was naturally involved. In this paper we present…
We present a primal-dual dynamical formulation of the multi-marginal optimal transport problem for (semi-)convex cost functions. Even in the two-marginal setting, this formulation applies to cost functions not covered by the classical…
We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…
We prove uniqueness and Monge solution results for multi-marginal optimal transportation problems with a certain class of surplus functions; this class arises naturally in multi-agent matching problems in economics. This result generalizes…
In this note, we extend the regularity theory for monotone measure-preserving maps, also known as optimal transports for the quadratic cost optimal transport problem, to the case when the support of the target measure is an arbitrary convex…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
A cornerstone in convex analysis is the crucial relationship between functions and their convex conjugate via the Fenchel-Young inequality. In this dual variable setting, the maximal monotonicity of the contact set $ \big\{(x,y) \ \big| \…
Maximally monotone operators play a key role in modern optimization and variational analysis. Two useful subclasses are rectangular (also known as star monotone) and paramonotone operators, which were introduced by Brezis and Haraux, and by…
The cost functions considered are $c(x,y)=h(x-y)$, where $h\in C^2(\mathbb{R}^n)$, homogeneous of degree $p\geq 2$, with a positive definite Hessian in the unit sphere. We study multivalued monotone maps with respect to that cost and…