Entropic approximation of $\infty$-optimal transport problems
Analysis of PDEs
2023-02-24 v1 Optimization and Control
Abstract
We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish -convergence for suitably chosen parameters for the entropic penalization and that this procedure selects -cyclically monotone plans at the limit. We also present some numerical illustrations performed with Sinkhorn's algorithm.
Cite
@article{arxiv.2302.11896,
title = {Entropic approximation of $\infty$-optimal transport problems},
author = {Guillaume Carlier and Camilla Brizzi and Luigi De Pascale},
journal= {arXiv preprint arXiv:2302.11896},
year = {2023}
}