English

Semi-discrete optimal transport

Optimization and Control 2020-09-15 v4 Information Theory Theoretical Economics math.IT

Abstract

In the current book I suggest an off-road path to the subject of optimal transport. I tried to avoid prior knowledge of analysis, PDE theory and functional analysis, as much as possible. Thus I concentrate on discrete and semi-discrete cases, and always assume compactness for the underlying spaces. However, some fundamental knowledge of measure theory and convexity is unavoidable. In order to make it as self-contained as possible I included an appendix with some basic definitions and results. I believe that any graduate student in mathematics, as well as advanced undergraduate students, can read and understand this book. Some chapters (in particular in Parts II\&III ) can also be interesting for experts. Starting with the the most fundamental, fully discrete problem I attempted to place optimal transport as a particular case of the celebrated stable marriage problem. From there we proceed to the partition problem, which can be formulated as a transport from a continuous space to a discrete one. Applications to information theory and game theory (cooperative and non-cooperative) are introduced as well. Finally, the general case of transport between two compact measure spaces is introduced as a coupling between two semi-discrete transports.

Keywords

Cite

@article{arxiv.1911.04348,
  title  = {Semi-discrete optimal transport},
  author = {Gershon Wolansky},
  journal= {arXiv preprint arXiv:1911.04348},
  year   = {2020}
}

Comments

172 pages, 11 figures

R2 v1 2026-06-23T12:11:50.427Z