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We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…

Optimization and Control · Mathematics 2011-05-23 Ahed Hindawi , Ludovic Rifford , Jean-Baptiste Pomet

We prove the Duality Theorems for the stochastic optimal transportation problems with a convex cost function without a regularity assumption that is often supposed in the proof of the lower semicontinuity of an action integral. In our new…

Probability · Mathematics 2021-01-18 Toshio Mikami

Optimal transport has become part of the standard quantitative economics toolbox. It is the framework of choice to describe models of matching with transfers, but beyond that, it allows to: extend quantile regression; identify discrete…

General Economics · Economics 2021-07-13 Alfred Galichon

We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coefficients which allow us to characterize transport problems in a gradient flow setting, and form the basis of our…

Probability · Mathematics 2016-02-23 Erwan Hillion , Oliver Johnson

We investigate the synthetic metric spacetime structure of the sub-Lorentzian Heisenberg group and we study the optimal transport problem in this space. The sub-Lorentzian version of Brenier's theorem is established in this setting.…

Metric Geometry · Mathematics 2025-04-07 Samuël Borza , Wilhelm Klingenberg , Patrick Wood

This paper is devoted to variational problems on the set of probability measures which involve optimal transport between unequal dimensional spaces. In particular, we study the minimization of a functional consisting of the sum of a term…

Analysis of PDEs · Mathematics 2019-11-18 Luca Nenna , Brendan Pass

We extend the dimension free Talagrand inequalities for convex distance \cite{talagrand:1995} using an extension of Marton's weak transport \cite{marton:1996a} to other metrics than the Hamming distance. We study the dual form of these weak…

Probability · Mathematics 2014-03-06 Olivier Wintenberger

An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…

Optimization and Control · Mathematics 2021-03-03 Asuka Takatsu

This article is aimed at presenting the Schr\"odinger problem and some of its connections with optimal transport. We hope that it can be used as a basic user's guide to Schr\"odinger problem. We also give a survey of the related literature.…

Probability · Mathematics 2022-09-05 Christian Léonard

Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…

Statistics Theory · Mathematics 2024-03-01 Yiming Ma , Hang Liu , Davide La Vecchia , Metthieu Lerasle

We extend the variational approach to regularity for optimal transport maps initiated by Goldman and the first author to the case of general cost functions. Our main result is an $\epsilon$-regularity result for optimal transport maps…

Analysis of PDEs · Mathematics 2021-12-28 Felix Otto , Maxime Prod'homme , Tobias Ried

Starting from a general $N$-band Hamiltonian with weak spatial and temporal variations, we derive a low energy effective theory for transport within one or several overlapping bands. To this end, we use the Wigner representation that allows…

Mesoscale and Nanoscale Physics · Physics 2013-08-09 Christian Wickles , Wolfgang Belzig

We consider the $L^\infty$-optimal mass transportation problem \[ \min_{\Pi(\mu, \nu)} \gamma-\mathrm{ess\,sup\,} c(x,y), \] for a new class of costs $c(x,y)$ for which we introduce a tentative notion of twist condition. In particular we…

Analysis of PDEs · Mathematics 2023-01-18 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

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.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

The optimal transportation problem, first suggested by Gaspard Monge in the 18th century and later revived in the 1940s by Leonid Kantorovich, deals with the question of transporting a certain measure to another, using transport maps or…

Optimization and Control · Mathematics 2025-01-24 Shlomi Gover

In this paper we extend the duality theory of the multi-marginal optimal transport problem for cost functions depending on a decreasing function of the distance (not necessarily bounded). This class of cost functions appears in the context…

Analysis of PDEs · Mathematics 2018-05-03 Augusto Gerolin , Anna Kausamo , Tapio Rajala

This article details a general numerical framework to approximate so-lutions to linear programs related to optimal transport. The general idea is to introduce an entropic regularization of the initial linear program. This regularized…

Numerical Analysis · Mathematics 2014-12-17 Jean-David Benamou , Guillaume Carlier , Marco Cuturi , Luca Nenna , Gabriel Peyré

We define and discuss the properties of a class of cost functions on the sphere which we term defective cost functions. We then discuss how to extend these definitions and some properties to cost functions defined on Euclidean space and on…

Analysis of PDEs · Mathematics 2024-06-05 Axel G. R. Turnquist

Finding optimal trajectories for multiple traffic demands in a congested network is a challenging task. Optimal transport theory is a principled approach that has been used successfully to study various transportation problems. Its usage is…

Physics and Society · Physics 2024-10-10 Abdullahi Adinoyi Ibrahim , Michael Muehlebach , Caterina De Bacco

Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the…

Probability · Mathematics 2025-11-25 Dan Mikulincer , Yair Shenfeld