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Many results in probability (most famously, Strassen's theorem on stochastic domination), characterize some relationship between probability distributions in terms of the existence of a particular structured coupling between them. Optimal…

Probability · Mathematics 2025-10-23 Adam Quinn Jaffe , Daniel Raban

We study a generalized version of Zermelo's navigation problem where the set of admissible velocities is a general compact convex set, replacing the classical Euclidean ball. After establishing existence results under the natural assumption…

Optimization and Control · Mathematics 2026-04-24 Matteo Della Rossa , Lorenzo Freddi , Mattia Pinatto

We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave probability measure is Lipschitz. The proof combines a recent…

Probability · Mathematics 2019-04-15 Max Fathi , Nathael Gozlan , Maxime Prodhomme

We study the regularity of optimal transport maps between convex domains with quadratic cost. For nondegenerate $C^{\alpha}$-densities, we prove $C^{1, 1-\varepsilon}$-regularity of the potentials up to the boundary. If in addition the…

Analysis of PDEs · Mathematics 2025-07-09 Tristan C. Collins , Freid Tong

We investigate the properties of convex functions in the plane that satisfy a local inequality which generalizes the notion of sub-solution of Monge-Ampere equation for a Monge-Kantorovich problem with quadratic cost between non-absolutely…

Analysis of PDEs · Mathematics 2021-04-08 P. -E. Jabin , A. Mellet , M. Molina

When applying methods of optimal control to motion planning or stabilization problems, some theoretical or numerical difficulties may arise, due to the presence of specific trajectories, namely, singular minimizing trajectories of the…

Optimization and Control · Mathematics 2016-08-16 Yacine Chitour , Frédéric Jean , Emmanuel Trélat

We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…

Optimization and Control · Mathematics 2016-08-16 Christian Léonard

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

In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…

Optimization and Control · Mathematics 2026-05-22 Bahar Taskesen

Entropic regularization provides a generalization of the original optimal transport problem. It introduces a penalty term defined by the Kullback-Leibler divergence, making the problem more tractable via the celebrated Sinkhorn algorithm.…

Optimization and Control · Mathematics 2023-01-04 Dávid Terjék , Diego González-Sánchez

We introduce a new class of convex-regularized Optimal Transport losses, which generalizes the classical Entropy-regularization of Optimal Transport and Sinkhorn divergences, and propose a generalized Sinkhorn algorithm. Our framework…

Optimization and Control · Mathematics 2020-07-03 Simone Di Marino , Augusto Gerolin

Given a convex set and an interior point close to the boundary, we prove the existence of a supporting hyperplane whose distance to the point is controlled, in a dimensionally quantified way, by the thickness of the convex set in the…

Analysis of PDEs · Mathematics 2011-07-07 Alessio Figalli , Young-Heon Kim , Robert J. McCann

This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…

Classical Analysis and ODEs · Mathematics 2009-09-16 Guillaume Carlier , Luigi De Pascale , Filippo Santambrogio

Regularization by the Shannon entropy enables us to efficiently and approximately solve optimal transport problems on a finite set. This paper is concerned with regularized optimal transport problems via Bregman divergence. We introduce the…

Optimization and Control · Mathematics 2025-04-10 Keiichi Morikuni , Koya Sakakibara , Asuka Takatsu

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

We collect some examples of optimal transports in order to explore the (in)stability of the identity map as an optimal transport. First, we consider density and domain perturbations near regular portions of domains. Second, we investigate…

Analysis of PDEs · Mathematics 2017-10-11 Yash Jhaveri

We develop a novel theoretical framework for understating OT schemes respecting a class structure. For this purpose, we propose a convex OT program with a sum-of-norms regularization term, which provably recovers the underlying class…

Machine Learning · Computer Science 2023-05-23 Arman Rahbar , Ashkan Panahi , Morteza Haghir Chehreghani , Devdatt Dubhashi , Hamid Krim

We systematically investigate the problem of representing Markov chains by families of random maps, and which regularity of these maps can be achieved depending on the properties of the probability measures. Our key idea is to use…

Dynamical Systems · Mathematics 2024-06-12 Jürgen Jost , Martin Kell , Christian S. Rodrigues

In order to circumvent the difficulties in solving numerically the discrete optimal transport problem, in which one minimizes the linear target function $P\mapsto\langle C,P\rangle:=\sum_{i,j}C_{ij}P_{ij}$, Cuturi introduced a variant of…

Optimization and Control · Mathematics 2020-11-30 Daiji Tsutsui

In this paper we slightly improve the regularity theory for the so called optimal design problem. We first establish the uniform rectifiability of the boundary of the optimal set, for a larger class of minimizers, in any dimension. As an…

Optimization and Control · Mathematics 2025-05-29 Lorenzo Lamberti , Antoine Lemenant