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We consider Kantorovich optimal transportation problem in the case where the cost function and marginal distributions continuously depend on a parameter with values in a metric space. We prove the existence of approximate optimal Monge…

泛函分析 · 数学 2023-02-27 Svetlana Popova

We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…

泛函分析 · 数学 2021-11-29 Vladimir Bogachev , Svetlana Popova

We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave probability measure is Lipschitz. The proof combines a recent…

概率论 · 数学 2019-04-15 Max Fathi , Nathael Gozlan , Maxime Prodhomme

In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…

经典分析与常微分方程 · 数学 2021-06-02 Benoît Kloeckner

In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…

度量几何 · 数学 2012-04-17 Otis Chodosh

This work deals with the asymptotic distribution of both potentials and couplings of entropic regularized optimal transport for compactly supported probabilities in $\R^d$. We first provide the central limit theorem of the Sinkhorn…

概率论 · 数学 2024-06-06 Alberto Gonzalez-Sanz , Jean-Michel Loubes , Jonathan Niles-Weed

We disprove a conjecture in Density Functional Theory, relative to multimarginal optimal transport maps with Coulomb cost. We also provide examples of maps satisfying optimality conditions for special classes of data.

偏微分方程分析 · 数学 2015-07-31 Maria Colombo , Federico Stra

We study the convergence of the transport plans $\gamma_\epsilon$ towards $\gamma_0$ as well as the cost of the entropy-regularized optimal transport $(c,\gamma_\epsilon)$ towards $(c,\gamma_0)$ as the regularization parameter $\epsilon$…

最优化与控制 · 数学 2025-12-05 Hugo Malamut , Maxime Sylvestre

By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…

计算金融 · 定量金融 2013-04-10 Pierre Henry-Labordere , Nizar Touzi

We prove results relating the theory of optimal transport and generalized Ricci flow. We define an adapted cost functional for measures using a solution of the associated dilaton flow. This determines a formal notion of geodesics in the…

微分几何 · 数学 2024-01-11 Eva Kopfer , Jeffrey Streets

For probability measures $\mu,\nu$ and $\rho$ define the cost functionals \begin{align*} C(\mu,\rho):=\sup_{\pi\in \Pi(\mu,\rho)} \int \langle x,y\rangle\, \pi(dx,dy),\quad C(\nu,\rho):=\sup_{\pi\in \Pi(\nu,\rho)} \int \langle x,y\rangle\,…

概率论 · 数学 2023-03-09 Johannes Wiesel , Erica Zhang

Some classical mass transportation problems are investigated in a finitely additive setting. Let $\Omega=\prod_{i=1}^n\Omega_i$ and $\mathcal{A}=\otimes_{i=1}^n\mathcal{A}_i$, where $(\Omega_i,\mathcal{A}_i,\mu_i)$ is a ($\sigma$-additive)…

概率论 · 数学 2022-08-24 Pietro Rigo

This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…

数学物理 · 物理学 2023-10-17 Lorenzo Portinale

A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…

统计理论 · 数学 2022-08-05 Johan Segers

In this paper, we extend our convexity theory for $C^2$ cost functions in optimal transportation to more general generating functions, which were originally introduced by the second author to extend the framework of optimal transportation…

偏微分方程分析 · 数学 2022-07-21 Gregoire Loeper , Neil S Trudinger

In this work we derive a convex dual representation for increasing convex functionals on a space of real-valued Borel measurable functions defined on a countable product of metric spaces. Our main assumption is that the functionals fulfill…

泛函分析 · 数学 2017-02-22 Daniel Bartl , Patrick Cheridito , Michael Kupper , Ludovic Tangpi

Our goal in this paper is twofold. First, we characterize the class of pairwise interactions for which the Seidl conjecture on the structure of optimal plans for the symmetric multimarginal optimal transport problem with one-dimensional…

数学物理 · 物理学 2026-04-14 Thiago Carvalho Corso

The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…

最优化与控制 · 数学 2023-08-08 Luca Nenna , Brendan Pass

This chapter describes techniques for the numerical resolution of optimal transport problems. We will consider several discretizations of these problems, and we will put a strong focus on the mathematical analysis of the algorithms to solve…

数值分析 · 数学 2020-03-03 Quentin Merigot , Boris Thibert

We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the…

最优化与控制 · 数学 2007-11-24 Andrei Agrachev , Paul Lee
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