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We prove that $c$-cyclically monotone transport plans $\pi$ optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability condition is always satisfied for finitely valued, lower…

Optimization and Control · Mathematics 2007-11-09 Walter Schachermayer , Josef Teichmann

We introduce a constrained optimal transport problem where origins $x$ can only be transported to destinations $y\geq x$. Our statistical motivation is to describe the sharp upper bound for the variance of the treatment effect $Y-X$ given…

Optimization and Control · Mathematics 2021-06-22 Marcel Nutz , Ruodu Wang

The aim of this paper is to prove isoperimetric inequalities on submanifolds of the Euclidean space using mass transportation methods. We obtain a sharp ?weighted isoperimetric inequality? and a nonsharp classical inequality similar to the…

Differential Geometry · Mathematics 2016-11-25 Philippe Castillon

We consider the Monge-Kantorovich problem between two random measuress. More precisely, given probability measures $\mathbb{P}_1,\mathbb{P}_2\in\mathcal{P}(\mathcal{P}(M))$ on the space $\mathcal{P}(M)$ of probability measures on a smooth…

Probability · Mathematics 2024-10-10 Pedram Emami , Brendan Pass

Consider the set of probability measures with given marginal distributions on the product of two complete, separable metric spaces, seen as a correspondence when the marginal distributions vary. In problems of optimal transport, continuity…

Risk Management · Quantitative Finance 2020-09-29 Mario Ghossoub , David Saunders

By disintegration of transport plans it is introduced the notion of transport class. This allows to consider the Monge problem as a particular case of the Kantorovich transport problem, once a transport class is fixed. The transport problem…

Optimization and Control · Mathematics 2012-07-18 L. Granieri , F. Maddalena

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…

Differential Geometry · Mathematics 2014-02-03 Robert J. Berman , David Witt Nystrom

We consider optimal transport problems where the cost for transporting a given probability measure $\mu_0$ to another one $\mu_1$ consists of two parts: the first one measures the transportation from $\mu_0$ to an intermediate (pivot)…

Optimization and Control · Mathematics 2025-02-05 Giuseppe Buttazzo , Guillaume Carlier , Katharina Eichinger

We propose a volumetric formulation for computing the Optimal Transport problem defined on surfaces in $\mathbb{R}^3$, found in disciplines like optics, computer graphics, and computational methodologies. Instead of directly tackling the…

Numerical Analysis · Mathematics 2024-05-16 Richard Tsai , Axel G. R. Turnquist

A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the statistical independence between two sets of random variables:…

Optimization and Control · Mathematics 2025-12-17 Andrew D. Lipnick , Esteban G. Tabak , Giulio Trigila , Yating Wang , Xuancheng Ye , Wenjun Zhao

The aim of this paper is to obtain quantitative bounds for solutions to the optimal matching problem in dimension two. These bounds show that up to a logarithmically divergent shift, the optimal transport maps are close to be the identity…

Analysis of PDEs · Mathematics 2018-08-29 Michael Goldman , Martin Huesmann , Felix Otto

In this work, we solve a discrete optimal transport problem in a nonuniform environment. To solve the optimal transport problem, we build the cost matrix and then use classical solvers for discrete optimal transport. The challenge is to…

Optimization and Control · Mathematics 2026-03-17 Luca Dieci , Daniyar Omarov

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

Probability · Mathematics 2017-08-29 Soumik Pal

In this work we consider an optimal transport problem with coefficients in a normed Abelian group $G$, and extract a purely intrinsic condition on $G$ that guarantees that the optimal transport (or the corresponding minimum filling) is not…

Metric Geometry · Mathematics 2017-07-13 Mircea Petrache , Roger Züst

Monotone gradient functions play a central role in solving the Monge formulation of the optimal transport (OT) problem, which arises in modern applications ranging from fluid dynamics to robot swarm control. When the transport cost is the…

Machine Learning · Computer Science 2025-09-25 Shreyas Chaudhari , Srinivasa Pranav , José M. F. Moura

During recent decades, there has been a substantial development in optimal mass transport theory and methods. In this work, we consider multi-marginal problems wherein only partial information of each marginal is available, which is a setup…

Signal Processing · Electrical Eng. & Systems 2019-05-13 Filip Elvander , Isabel Haasler , Andreas Jakobsson , Johan Karlsson

We introduce and investigate properties of a variant of the semi-discrete optimal transport problem. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support…

Analysis of PDEs · Mathematics 2019-09-13 Mohit Bansil , Jun Kitagawa

This paper is devoted to the study of the Monge-Kantorovich theory of optimal mass transport and its applications, in the special case of one-dimensional and circular distributions. More precisely, we study the Monge-Kantorovich distances…

Functional Analysis · Mathematics 2010-07-28 Julie Delon , Julien Rabin , Yann Gousseau

In this work we study a modification of the Monge-Kantorovich problem taking into account path dependence and interaction effects between particles. We prove existence of solutions under mild conditions on the data, and after imposing…

Analysis of PDEs · Mathematics 2022-04-19 Rene Cabrera