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We establish a general condition on the cost function to obtain uniqueness and Monge solutions in the multi-marginal optimal transport problem, under the assumption that a given collection of the marginals are absolutely continuous with…

Optimization and Control · Mathematics 2022-02-15 Brendan Pass , Adolfo Vargas-Jiménez

We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich…

Optimization and Control · Mathematics 2026-01-14 Jérémie Bigot , Luis Fredes

We study the entropic regularization of the optimal transport problem in dimension 1 when the cost function is the distance c(x, y) = |y -- x|. The selected plan at the limit is, among those which are optimal for the non-penalized problem,…

Optimization and Control · Mathematics 2019-04-22 Simone Di Marino , Jean Louet

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…

Optimization and Control · Mathematics 2025-06-10 Alec Metsch

For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…

Probability · Mathematics 2007-06-13 S. Ekisheva , C. Houdré

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky

We study optimal transportation with the quadratic cost function in geodesic metric spaces satisfying suitable non-branching assumptions. We introduce and study the notions of slope along curves and along geodesics and we apply the latter…

Metric Geometry · Mathematics 2011-11-23 Luigi Ambrosio , Tapio Rajala

Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another. Neural network based optimal transport map solver has gained great attention in…

Machine Learning · Computer Science 2022-11-22 Jiaojiao Fan , Shu Liu , Shaojun Ma , Haomin Zhou , Yongxin Chen

Let $X,Y$ be two finite sets of points having $\#X = m$ and $\#Y = n$ points with $\mu = (1/m) \sum_{i=1}^{m} \delta_{x_i}$ and $\nu = (1/n) \sum_{j=1}^{n} \delta_{y_j}$ being the associated uniform probability measures. A result of…

Optimization and Control · Mathematics 2022-06-02 Bamdad Hosseini , Stefan Steinerberger

We consider a Kantorovich potential associated to an optimal transportation problem between measures that are not necessarily absolutely continuous with respect to the Lebesgue measure, but are comparable to the Lebesgue measure when…

Analysis of PDEs · Mathematics 2023-08-22 Pierre-Emmanuel Jabin , Antoine Mellet

The dual attainment of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:\XY…

Optimization and Control · Mathematics 2020-07-17 Mathias Beiglböck , Christian Léonard , Walter Schachermayer

It is well known that martingale transport plans between marginals $\mu\neq\nu$ are never given by Monge maps -- with the understanding that the map is over the first marginal $\mu$, or forward in time. Here, we change the perspective, with…

Probability · Mathematics 2024-07-03 Marcel Nutz , Ruodu Wang , Zhenyuan Zhang

By disintegration of transport plans it is introduced the notion of transport class. This allows to consider the Monge problem as a particular case of the Kantorovich transport problem, once a transport class is fixed. The transport problem…

Optimization and Control · Mathematics 2012-07-18 L. Granieri , F. Maddalena

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

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…

Optimization and Control · Mathematics 2023-01-02 Toshio Mikami , Haruka Yamamoto

The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of…

Differential Geometry · Mathematics 2018-04-20 Stefan Suhr

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…

Probability · Mathematics 2016-08-14 Mathias Beiglböck , Nicolas Juillet

We suggest a new way of defining optimal transport of positive-semidefinite matrix-valued measures. It is inspired by a recent rendering of the incompressible Euler equations and related conservative systems as concave maximization…

Optimization and Control · Mathematics 2019-07-16 Yann Brenier , Dmitry Vorotnikov

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…

Numerical Analysis · Mathematics 2017-06-23 Valentin Hartmann

We consider the original strategy proposed by Sudakov for solving the Monge transportation problem with norm cost $|\cdot|_{D^*}$ \[ \min \bigg\{\int |\mathtt T(x) - x|_{D^*} d\mu(x), \ \mathtt T : \mathbb R^d \to \mathbb R^d, \ \nu =…

Classical Analysis and ODEs · Mathematics 2014-01-08 Stefano Bianchini , Sara Daneri