Related papers: Multi-marginal maximal monotonicity and convex ana…
We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…
The notion of quasi-Fej\'er monotonicity has proven to be an efficient tool to simplify and unify the convergence analysis of various algorithms arising in applied nonlinear analysis. In this paper, we extend this notion in the context of…
The conjugacy problem is one of the central questions in iteration theory. As far as we, for discontinuous strictly monotone maps there is no complete result. In this paper, we investigate the conjugacy problem of strictly monotone maps…
We investigate metric conditions that allow to prove existence and uniqueness of a map solving the Monge problem between two marginals in a metric (measure) space, proving two main results. Firstly, we introduce a nonsmooth version of the…
Some optimization or equilibrium problems involving somehow the concept of optimal transport are presented in these notes, mainly devoted to applications to economic and game theory settings. A variant model of transport, taking into…
We study monotonicity and convexity properties of functions arising in the theory of elliptic integrals, and in particular in the case of a Schwarz-Christoffel conformal mapping from a half-plane to a trapezoid. We obtain sharp monotonicity…
Duality is most often defined as a relationship between convex functions. If those functions are nonconvex, classical duality breaks down. Notwithstanding, we show that another kind of duality still exists, not between the functions…
Let (X,L) be a (semi-) polarized complex projective variety and T a real torus acting holomorphically on X with moment polytope P. Given a probability density g on P we introduce a new type of Monge-Ampere measure on X, defined for singular…
This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…
We establish that a mode-coupling approximation for the dynamics of multi-component systems obeying Smoluchowski dynamics preserves a subtle yet fundamental property: the matrices of partial density correlation functions are completely…
Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…
We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…
We study the homogenization of a stationary random maximal monotone operator on a probability space equipped with an ergodic dynamical system. The proof relies on Fitzpatrick's variational formulation of monotone relations, on Visintin's…
We formulate and study an optimal transportation problem with infinitely many marginals; this is a natural extension of the multi-marginal problem studied by Gangbo and Swiech (1998). We prove results on the existence, uniqueness and…
Adapted or causal transport theory aims to extend classical optimal transport from probability measures to stochastic processes. On a technical level, the novelty is to restrict to couplings which are bicausal, i.e. satisfy a property which…
Representation formulas for faces and support functions of the values of maximal monotone operators are established in two cases: either the operators are defined on uniformly Banach spaces with uniformly convex duals, or their domains have…
Optimization of conditional convex risk measure is a central theme in dynamic portfolio selection theory, which has not yet systematically studied in the previous literature perhaps since conditional convex risk measures are neither random…
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…
In the study of algebras related to non-classical logics, (distributive) semilattices are always present in the background. For example, the algebraic semantic of the $\{\rightarrow,\wedge,\top\}$-fragment of intuitionistic logic is the…
In this note, we give a generalization of Gossez's example of a maximally monotone multifunction such that the closure of its range is not convex, using more elementary techniques than in Gossez's original papers. We also discuss some new…