Related papers: A Benamou-Brenier formulation for the multi-margin…
After presenting an overview about variational problems on probability measures for functionals involving transport costs and extra terms encouraging or discouraging concentration, we look for optimality conditions, regularity properties…
We find interpretation using optimal mass transport theory for eigenvalue problems obtained as limits of the eigenvalue problems for the fractional $p-$Laplacian operators as $p\to +\infty$. We deal both with Dirichlet and Neumann boundary…
In this paper we address the numerical solution of the quadratic optimal transport problem in its dynamical form, the so-called Benamou-Brenier formulation. When solved using interior point methods, the main computational bottleneck is the…
Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…
A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the statistical independence between two sets of random variables:…
We study multi-marginal optimal transport (MOT) problems where the underlying cost has a graphical structure. These graphical multi-marginal optimal transport problems have found applications in several domains including traffic flow…
We prove existence and uniqueness results for solutions to a class of optimal transportation problems with infinitely many marginals, supported on the real line. We also provide a characterization of the solution with an explicit formula.…
We completely characterise the optimal solutions for the three-marginal optimal transport problem - introduced in [K. Bolbotowski, G. Bouchitt\'e, Kantorovich-Rubinstein duality theory for the Hessian, 2024, preprint], and whose relaxation…
Using the dual formulation only, we show that the regularity of unbalanced optimal transport also called entropy-transport inherits from the regularity of standard optimal transport. We provide detailed examples of Riemannian manifolds and…
In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…
We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…
We adapt the problem of continuous congested optimal transport to the Heisenberg group, equipped with a sub-Riemannian metric. Originally introduced in the Euclidean setting by Carlier, Jimenez, and Santambrogio as a path-dependent variant…
In this paper, we propose a numerical method to solve the classic $L^2$-optimal transport problem. Our algorithm is based on use of multiple shooting, in combination with a continuation procedure, to solve the boundary value problem…
We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…
We consider the Euler equations of incompressible fluids and attempt to solve the initial value problem with the help of a concave maximization problem.We show that this problem, which shares a similar structure with the optimal transport…
We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. By developing a relaxation scheme in which marginal…
We consider the multidimensional Monge-Kantrovich transport problem in an abstract setting. Our main results state that if a cost function and marginal measures are invariant by a family of transformations, then a solution of the Kantrovich…
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…
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…