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Classical turnpikes correspond to optimal steady states which are attractors of optimal control problems. In this paper, motivated by mechanical systems with symmetries, we generalize this concept to manifold turnpikes. Specifically, the…

Optimization and Control · Mathematics 2021-04-08 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Manuel Schaller , Karl Worthmann

In this paper we extend the stability results of [4]}. Our utility maximization problem is defined as an essential supremum of conditional expectations of the terminal values of wealth processes, conditioned on the filtration at the…

Portfolio Management · Quantitative Finance 2011-03-28 Erhan Bayraktar , Ross Kravitz

We develop an $\e$-regularity theory at the boundary for a general class of Monge-Amp\`ere type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between H\"older densities supported on $C^2$…

Analysis of PDEs · Mathematics 2014-12-19 Shibing Chen , Alessio Figalli

The stability of optimal transport maps with respect to perturbations of the marginals is a question of interest for several reasons, ranging from the justification of the linearized optimal transport framework to numerical analysis and…

Optimization and Control · Mathematics 2025-10-16 Cyril Letrouit

This paper links matching markets with aligned preferences to optimal transport theory. We show that stability, efficiency, and fairness emerge as solutions to a parametric family of optimal transport problems. The parameter reflects…

Theoretical Economics · Economics 2025-03-17 Federico Echenique , Joseph Root , Fedor Sandomirskiy

We discuss different notions of continuous solutions to the balance law \[u_t + (f(u ))_x =g \] with $g$ bounded, $f\in C^{2}$, extending previous works relative to the flux $f(u)=u^{2}$. We establish the equivalence among distributional…

Analysis of PDEs · Mathematics 2016-06-22 G. Alberti , S. Bianchini , L. Caravenna

We approximate the regular solutions of the incompressible Euler equation by the solution of ODEs on finite-dimensional spaces. Our approach combines Arnold's interpretation of the solution of Euler's equation for incompressible and…

Numerical Analysis · Mathematics 2016-05-03 Thomas Gallouët , Quentin Mérigot

This paper is concerned with a fluidodynamic model for traffic flow. More precisely, we consider a single conservation law, deduced from conservation of the number of cars, defined on a road network that is a collection of roads with…

Analysis of PDEs · Mathematics 2007-05-23 G. M. Coclite , B. Piccoli

We investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions $d > 1$, and the marginal measures are absolutely continuous with respect to the Lebesgue measure.…

Probability · Mathematics 2025-08-15 Shrey Aryan , Promit Ghosal

This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…

Optimization and Control · Mathematics 2026-05-20 Anton Selitskiy , David Millard

We review two models of optimal transport, where congestion effects during the transport can be possibly taken into account. The first model is Beckmann's one, where the transport activities are modeled by vector fields with given…

Functional Analysis · Mathematics 2013-02-25 Lorenzo Brasco , Mircea Petrache

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…

Analysis of PDEs · Mathematics 2022-11-18 Alessio Porretta

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…

Classical Analysis and ODEs · Mathematics 2010-09-21 Filippo Santambrogio

We give a rigorous solution of an optimisation problem of minimizing the expected delay caused by encountering a red traffic light on a road journey. The problem incorporates simple constraints on maximum speed, acceleration and braking…

Optimization and Control · Mathematics 2025-12-03 Márton Balázs , Edward Crane , Alexander Tallis

We consider the Lagrange problem of optimal control with unrestricted controls and address the question: under what conditions we can assure optimal controls are bounded? This question is related to the one of Lipschitzian regularity of…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

As shown in [15], under some structural assumptions, working on congested traffic problems in general and increasingly dense networks leads, at the limit by {\Gamma}-convergence, to continuous minimization problems posed on measures on…

Optimization and Control · Mathematics 2015-07-07 Roméo Hatchi

The aim of this short note is to extend the recent variational proof of partial regularity for optimal transport maps to the case of continuous densities.

Analysis of PDEs · Mathematics 2020-11-23 Michael Goldman

A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

Optimization and Control · Mathematics 2018-01-23 Jonathan Korman , Robert J. McCann

Consider the Euclidean traveling salesman problem with $n$ random points on the plane. Suppose that one of the points is shifted to a new random location. This gives us a new optimal path. Consider such shifts for each of the $n$ points. Do…

Probability · Mathematics 2024-10-30 Sourav Chatterjee , Souvik Ray
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