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A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…

Probability · Mathematics 2007-10-09 Christian Léonard

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…

Probability · Mathematics 2024-10-10 Pedram Emami , Brendan Pass

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

In this paper, we investigate Monge-Kantorovich problems for which the absolute continuity of marginals is relaxed. For $X,Y\subseteq\mathbb{R}^{n+1}$ let $(X,\mathcal{B}_X,\mu)$ and $(Y,\mathcal{B}_Y,\nu)$ be two Borel probability spaces,…

Optimization and Control · Mathematics 2024-04-23 Mohammad Ali Ahmadpoor , Abbas Moameni

We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the…

Optimization and Control · Mathematics 2007-11-24 Andrei Agrachev , Paul Lee

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…

Differential Geometry · Mathematics 2015-07-10 Emmanuel Humbert , Luc Molinet

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

Probability · Mathematics 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

We propose a model to describe the optimal distributions of residents and services in a prescribed urban area. The cost functional takes into account the transportation costs (according to a Monge--Kantorovich-type criterion) and two…

Optimization and Control · Mathematics 2013-12-24 Giuseppe Buttazzo , Filippo Santambrogio

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…

Optimization and Control · Mathematics 2023-04-27 Meyer Scetbon

The aim of this article is to show that the Monge-Kantorovich problem is the limit of a sequence of entropy minimization problems when a fluctuation parameter tends down to zero. We prove the convergence of the entropic values to the…

Optimization and Control · Mathematics 2013-08-02 Christian Léonard

A natural and important question in multi-marginal optimal transport is whether the \emph{Monge ansatz} is justified; does there exist a solution of Monge, or deterministic, form? We address this question for the quadratic cost when each…

Optimization and Control · Mathematics 2024-01-24 Pedram Emami , Brendan Pass

In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space $(W, H,\mu)$, where $H$ is Cameron-Martin space and $\mu$ is the Gaussian measure. We study the regularity of optimal transport…

Probability · Mathematics 2021-08-30 Mine Caglar , Ihsan Demirel

We address the Monge problem in metric spaces with a geodesic distance: (X, d) is a Polish space and dN is a geodesic Borel distance which makes (X,dN) a possibly branching geodesic space. We show that under some assumptions on the…

Probability · Mathematics 2012-10-01 Fabio Cavalletti

We study the Monge and Kantorovich transportation problems on $\mathbb{R}^{\infty}$ within the class of exchangeable measures. With the help of the de Finetti decomposition theorem the problem is reduced to an unconstrained optimal…

Probability · Mathematics 2015-12-01 Alexander V. Kolesnikov , Danila A. Zaev

A result of Hohloch links the theory of integer partitions with the Monge formulation of the optimal transport problem, giving the optimal transport map between (Young diagrams of) integer partitions and their corresponding symmetric…

Combinatorics · Mathematics 2023-10-17 Daniel Owusu Adu , Daniel Keliher

We study solutions to the multi-marginal Monge-Kantorovich problem which are concentrated on several graphs over the first marginal. We first present two general conditions on the cost function which ensure, respectively, that any solution…

Optimization and Control · Mathematics 2015-07-22 Abbas Moameni , Brendan Pass

In this work we study a modification of the Monge-Kantorovich problem taking into account path dependence and interaction effects between particles. We prove existence of solutions under mild conditions on the data, and after imposing…

Analysis of PDEs · Mathematics 2022-04-19 Rene Cabrera

We present generalized versions of Monge's and Kantorovich's optimal transport problems with the probabilities being transported replaced by lower probabilities. We show that, when the lower probabilities are the lower envelopes of…

Machine Learning · Statistics 2025-04-21 Michele Caprio

The aim of the present paper is to extend Kantorovich's mass transport problem to the framework of upper/lower continuous capacities and to prove the cyclic monotonicity of the supports of optimal supermodular plans. As in the probabilistic…

Classical Analysis and ODEs · Mathematics 2019-12-17 Sorin G. Gal , Constantin P. Niculescu

A remarkable connection between optimal design and Monge transport was initiated in the years 1997 in the context of the minimal elastic compliance problem and where the euclidean metric cost was naturally involved. In this paper we present…

Optimization and Control · Mathematics 2022-02-02 Karol Bołbotowski , Guy Bouchitté