Related papers: Finitely additive mass transportation
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…
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…
This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…
Given two probability measures $\mu$ and $\nu$ in "convex order" on $\R^d$, we study the profile of one-step martingale plans $\pi$ on $\R^d\times \R^d$ that optimize the expected value of the modulus of their increment among all…
A novel transport theory, based on the finitely distinguishable independent features (FDIF) hypothesis, is presented for scenarios when velocity space exhibits axisymmetry. In this theory, the transport equations are derived from the 1D-2V…
We study the notion of debiasability for cost functions arising in optimal transport. We call a symmetric cost function $c:\mathscr{X}\times\mathscr{X}\to\mathbb{R}\cup\{+\infty\}$ debiasable if it satisfies $c(x,y)\ge…
We propose a duality theory for multi-marginal repulsive cost that appear in optimal transport problems arising in Density Functional Theory. The related optimization problems involve probabilities on the entire space and, as minimizing…
We analyze the dynamics of a classical particle in a spatially periodic potential under the influence of a periodic in time uniform force. It was shown in [S.Flach, O.Yevtushenko, Y. Zolotaryuk, Phys. Rev. Lett. 84, 2358 (2000)] that…
We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…
This paper studies the uniqueness of solutions to the dual optimal transport problem, both qualitatively and quantitatively (bounds on the diameter of the set of optimisers). On the qualitative side, we prove that when one marginal…
We consider an optimal transportation problem with more than two marginals. We use a family of semi-Riemannian metrics derived from the mixed, second order partial derivatives of the cost function to provide upper bounds for the dimension…
We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal…
We propose center-outward superquantile and expected shortfall functions, with applications to multivariate risk measurements, extending the standard notion of value at risk and conditional value at risk from the real line to…
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…
Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…
New transportation cost inequalities are derived by means of elementary large deviation reasonings. Their dual characterization is proved; this provides an extension of a well-known result of S. Bobkov and F. G\"{o}tze. Their tensorization…
Mass transportation problems appear in various areas of mathematics, their solutions involving cost convex potentials. Fenchel duality also represents an important concept for a wide variety of optimization problems, both from the…
Let $M,N$ be two smooth compact hypersurfaces of $\mathbb{R}^n$ which bound strictly convex domains equipped with two absolutely continuous measures $\mu$ and $\nu$ (with respect to the volume measures of $M$ and $N$). We consider the…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the $\infty$-optimal transport problem in the discrete and finite setting. It is the first time, to the best of our knowledge, that…