Related papers: On deterministic solutions for multi-marginal opti…
We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…
We prove that, for general cost functions on $\mathbb{R}^n$, or for the cost $d^2/2$ on a Riemannian manifold, optimal transport maps between smooth densities are always smooth outside a closed singular set of measure zero.
Given a transportation cost $c: M \times\bar M \to\mathbf{R}$, optimal maps minimize the total cost of moving masses from $M$ to $\bar M$. We find a pseudo-metric and a calibration form on $M\times\bar M$ such that the graph of an optimal…
This paper studies a variant of ramified/branched optimal transportation problems. Given the distributions of production capacities and market sizes, a firm looks for an allocation of productions over factories, a distribution of sales…
We consider a multimarginal transport problem with repulsive cost, where the marginals are all equal to a fixed probability $\rho \in \mathcal{P}(\mathbb{R}^d)$. We prove that, if the concentration of $\rho$ is less than $1/N$, then the…
In the semi-discrete version of Monge's problem one tries to find a transport map $T$ with minimum cost from an absolutely continuous measure $\mu$ on $\mathbb{R}^d$ to a discrete measure $\nu$ that is supported on a finite set in…
We prove a new sample complexity result for divergence regularized optimal transport. Our bound holds for probability measures on~$\mathbb{R}^d$ with exponential tail decay and for radial cost functions that satisfy a local Lipschitz…
We consider the optimal transportation problem on a globally hyperbolic spacetime for some cost function $c_2$, which corresponds to the optimal transportation problem on a complete Riemannian manifold where the cost function is the…
We introduce an efficient computational framework for solving a class of multi-marginal martingale optimal transport problems, which includes many robust pricing problems of large financial interest. Such problems are typically…
We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…
Multi-marginal optimal transport plans are concentrated on c-splitting sets. It is known that, similar to the two-marginal case, c-splitting sets are c-cyclically monotone. Within a suitable framework, the converse implication was very…
The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…
We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…
The inverse optimal transport problem is to find the underlying cost function from the knowledge of optimal transport plans. While this amounts to solving a linear inverse problem, in this work we will be concerned with the nonlinear…
We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…
We consider the problem of optimal incomplete transportation between the empirical measure on an i.i.d. uniform sample on the d-dimensional unit cube $[0,1]^d$ and the true measure. This is a family of problems lying in between classical…
We investigate the problem of pairwise multi-marginal optimal transport, that is, given a collection of probability distributions $\{P_\alpha\}$ on a Polish space $\mathcal{X}$, to find a coupling $\{X_\alpha\}$, $X_\alpha\sim P_\alpha$,…
The purpose of this paper is to show that in a finite dimensional metric space with Alexandrov's curvature bounded below, Monge's transport problem for the quadratic cost admits a unique solution.
In this paper we study continuum-marginal optimal transport. Given a time-continuous family of probability marginals, the problem is to recover the minimum-energy velocity field whose flow reproduces every marginal. This problem is the…
As a generalization and extension of JMP 54 (2013) 022901, the classical dynamics of three non-relativistic Coulomb charges $(e_1, m_1)$, $(e_2, m_2)$ and $(e_3, m_3)$ on the plane placed in a constant magnetic field perpendicular to the…