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We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…

Theoretical Economics · Economics 2026-04-06 Koji Yokote

We study an optimal transport problem where, at some intermediate time, the mass is accelerated by either an external force field, or self-interacting. We obtain regularity of the velocity potential, intermediate density, and optimal…

Analysis of PDEs · Mathematics 2018-09-21 Jiakun Liu , Grégoire Loeper

We consider the problem of allocating a distribution of items to $n$ recipients where each recipient has to be allocated a fixed, prespecified fraction of all items, while ensuring that each recipient does not experience too much envy. We…

Computer Science and Game Theory · Computer Science 2022-10-03 Steven Yin , Christian Kroer

A general framework is given to analyze the falsifiability of economic models based on a sample of their observable components. It is shown that, when the restrictions implied by the economic theory are insufficient to identify the unknown…

Econometrics · Economics 2021-02-25 Ivar Ekeland , Alfred Galichon , Marc Henry

A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…

Optimization and Control · Mathematics 2017-05-03 Shinji Tanimoto

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…

Analysis of PDEs · Mathematics 2019-09-13 Mohit Bansil , Jun Kitagawa

We present a discretization of the dynamic optimal transport problem for which we can obtain the convergence rate for the value of the transport cost to its continuous value when the temporal and spatial stepsize vanish. This convergence…

Numerical Analysis · Mathematics 2025-01-30 Sadashige Ishida , Hugo Lavenant

Optimal mechanisms have been provided in quite general multi-item settings, as long as each bidder's type distribution is given explicitly by listing every type in the support along with its associated probability. In the implicit setting,…

Computer Science and Game Theory · Computer Science 2015-03-09 Constantinos Daskalakis , Alan Deckelbaum , Christos Tzamos

Optimal transport is a framework that facilitates the most efficient allocation of a limited amount of resources. However, the most efficient allocation scheme does not necessarily preserve the most fairness. In this paper, we establish a…

Optimization and Control · Mathematics 2021-04-01 Jason Hughes , Juntao Chen

This paper is devoted to variational problems on the set of probability measures which involve optimal transport between unequal dimensional spaces. In particular, we study the minimization of a functional consisting of the sum of a term…

Analysis of PDEs · Mathematics 2019-11-18 Luca Nenna , Brendan Pass

Quantum optimal transportation seeks an operator which minimizes the total cost of transporting a quantum state to another state, under some constraints that should be satisfied during transportation. We formulate this issue by extending…

Quantum Physics · Physics 2024-02-28 Kazuki Ikeda

A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

Optimization and Control · Mathematics 2018-01-23 Jonathan Korman , Robert J. McCann

Some optimization or equilibrium problems involving somehow the concept of optimal transport are presented in these notes, mainly devoted to applications to economic and game theory settings. A variant model of transport, taking into…

Classical Analysis and ODEs · Mathematics 2010-09-21 Filippo Santambrogio

Optimal transport has become part of the standard quantitative economics toolbox. It is the framework of choice to describe models of matching with transfers, but beyond that, it allows to: extend quantile regression; identify discrete…

General Economics · Economics 2021-07-13 Alfred Galichon

We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…

Optimization and Control · Mathematics 2023-05-05 Maciej Buze , Manh Hong Duong

We study the regularity of solutions to an optimal transportation problem where the dimension of the source is larger than that of the target. We demonstrate that if the target is $c$-convex, then the source has a canonical foliation whose…

Analysis of PDEs · Mathematics 2010-08-27 Brendan Pass

The question of which costs admit unique optimizers in the Monge-Kantorovich problem of optimal transportation between arbitrary probability densities is investigated. For smooth costs and densities on compact manifolds, the only known…

Optimization and Control · Mathematics 2018-01-23 Robert J. McCann , Ludovic Rifford

In this paper we analyze a mass transportation problem in a bounded domain with the possibility to transport mass to/from the boundary, paying the transport cost, that is given by the Euclidean distance plus an extra cost depending on the…

Functional Analysis · Mathematics 2016-09-28 Samer Dweik

We analyze several problems of Optimal Transport Theory in the setting of Ergodic Theory. In a certain class of problems we consider questions in Ergodic Transport which are generalizations of the ones in Ergodic Optimization. Another class…

Dynamical Systems · Mathematics 2015-06-03 Artur O. Lopes , Jairo K. Mengue

We consider the theoretical properties of a model which encompasses bi-partite matching under transferable utility on the one hand, and hedonic pricing on the other. This framework is intimately connected to tripartite matching problems…

Economics · Quantitative Finance 2017-01-18 Brendan Pass