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We shall present a measure theoretical approach for which together with the Kantorovich duality provide an efficient tool to study the optimal transport problem. Specifically, we study the support of optimal plans where the cost function…

Analysis of PDEs · Mathematics 2014-11-21 Abbas Moameni

In this paper, we consider the Monge optimal transport problem with distance cost. We prove that in some metric spaces, possibly with many branching geodesics, an optimal transport map exists if the first marginal is absolutely continuous.…

Metric Geometry · Mathematics 2019-10-01 Shinichiro Kobayashi

A convex duality result for martingale optimal transport problems with two marginals was established in Beiglb\"ock et al. (2013). In this paper we provide a generalization of this result to the multi-period setting.

Probability · Mathematics 2024-03-06 Julian Sester

In this paper, we study the multimarginal optimal transport with Coulomb cost, also known in the physics literature as the Strictly-Correlated Electrons (SCE) functional. We prove that the dual Kantorovich potential is an electrostatic…

Mathematical Physics · Physics 2022-09-01 Rodrigue Lelotte

Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…

Optimization and Control · Mathematics 2010-05-04 Julie Delon , Julien Salomon , Andrei Sobolevskii

We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic transport given by the gradient of a continuously differentiable…

Probability · Mathematics 2019-09-18 Nathael Gozlan , Nicolas Juillet

We prove existence and uniqueness results for solutions to a class of optimal transportation problems with infinitely many marginals, supported on the real line. We also provide a characterization of the solution with an explicit formula.…

Optimization and Control · Mathematics 2012-06-26 Brendan Pass

We consider the optimal transportation problem on a globally hyperbolic spacetime with a cost function $c$, which corresponds to the optimal transportation problem on a complete Riemannian manifold where the cost function is given by the…

Optimization and Control · Mathematics 2025-04-17 Alec Metsch

We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…

Probability · Mathematics 2008-09-09 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

We identify a condition for regularity of optimal transport maps that requires only three derivatives of the cost function, for measures given by densities that are only bounded above and below. This new condition is equivalent to the weak…

Analysis of PDEs · Mathematics 2013-01-25 Nestor Guillen , Jun Kitagawa

Let M and \bar M be n-dimensional manifolds equipped with suitable Borel probability measures \rho and \bar\rho. Ma, Trudinger & Wang gave sufficient conditions on a transportation cost c \in C^4(M \times \bar M) to guarantee smoothness of…

Differential Geometry · Mathematics 2007-12-20 Young-Heon Kim , Robert J. McCann

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…

Metric Geometry · Mathematics 2024-10-31 Shucheng Li , Mattia Magnabosco , Timo Schultz

We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…

Functional Analysis · Mathematics 2021-11-29 Vladimir Bogachev , Svetlana Popova

This note establishes that a generalization of $c$-cyclical monotonicity from the Monge-Kantorovich problem with two marginals gives rise to a sufficient condition for optimality also in the multi-marginal version of that problem. To obtain…

Optimization and Control · Mathematics 2016-01-22 Claus Griessler

Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…

Econometrics · Economics 2026-02-13 Yinchu Zhu , Ilya O. Ryzhov

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

Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…

Probability · Mathematics 2021-04-23 Ariel Neufeld , Julian Sester

This article generalizes the study of ramified optimal transport with capacity constraint in transport multi-paths by generalizing the $\mathbf{M}_{\alpha}$ cost to $\mathbf{M}_{\alpha,c}$, which incorporates capacity constraints into the…

Optimization and Control · Mathematics 2025-10-14 Qinglan Xia , Haotian Sun

We develop a general condition on the cost function which is sufficient to imply Monge solution and uniqueness results in the multi-marginal optimal transport problem. This result unifies and generalizes several results in the rather…

Analysis of PDEs · Mathematics 2013-07-25 Young-Heon Kim , Brendan Pass

Let $X$ and $Y$ be domains of $\mathbb{R}^n$ equipped with respective probability measures $\mu$ and $ \nu$. We consider the problem of optimal transport from $\mu$ to $\nu$ with respect to a cost function $c: X \times Y \to \mathbb{R}$. To…

Optimization and Control · Mathematics 2020-05-27 Gabriel Khan , Jun Zhang