A smooth variational principle on Wasserstein space
Optimization and Control
2022-11-17 v2 Probability
Abstract
In this note, we provide a smooth variational principle on Wasserstein space by constructing a smooth gauge-type function using the sliced Wasserstein distance. This function is a crucial tool for optimization problems and in viscosity theory of PDEs on Wasserstein space.
Keywords
Cite
@article{arxiv.2209.15028,
title = {A smooth variational principle on Wasserstein space},
author = {Erhan Bayraktar and Ibrahim Ekren and Xin Zhang},
journal= {arXiv preprint arXiv:2209.15028},
year = {2022}
}
Comments
Keywords: Smooth variational principle, sliced Wasserstein distance, optimal transport