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A fundamental concept in optimal transport is c-cyclical monotonicity: it allows to link the optimality of transport plans to the geometry of their support sets. Recently, related concepts have been successfully applied in the…

概率论 · 数学 2019-08-12 Mathias Beiglböck , Claus Griessler

We consider the modified Monge-Kantorovich problem with additional restriction: admissible transport plans must vanish on some fixed functional subspace. Different choice of the subspace leads to different additional properties optimal…

泛函分析 · 数学 2014-04-22 Danila Zaev

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…

偏微分方程分析 · 数学 2015-04-22 Abbas Moameni

Based on the multidimensional irreducible paving of De March & Touzi, we provide a multi-dimensional version of the quasi sure duality for the martingale optimal transport problem, thus extending the result of Beiglb\"ock, Nutz & Touzi.…

概率论 · 数学 2018-05-07 Hadrien De March

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

偏微分方程分析 · 数学 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

Given a smooth Riemannian manifold $(M,g)$, compact and without boundary, we analyze the dynamical optimal mass transport problem where the cost is given by the sum of the kinetic energy and the relative entropy with respect to a reference…

偏微分方程分析 · 数学 2024-01-05 Gabriele Bocchi , Alessio Porretta

We shall present a measure theoretical approach for which together with the Kantorovich duality provide an efficient tool to study the optimal transport problem. Specifically, we study the support of optimal plans where the cost function…

偏微分方程分析 · 数学 2014-11-21 Abbas Moameni

We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…

数值分析 · 数学 2026-03-03 Axel G. R. Turnquist

In the Monge-Kantorovich transport problem, the transport cost is expressed in terms of transport maps or transport plans, which play crucial roles there. A variant of the Monge-Kantorovich problem is the ramified (branching) transport…

偏微分方程分析 · 数学 2023-10-09 Qinglan Xia , Haotian Sun

We analyze several problems of Optimal Transport Theory in the setting of Ergodic Theory. In a certain class of problems we consider questions in Ergodic Transport which are generalizations of the ones in Ergodic Optimization. Another class…

动力系统 · 数学 2015-06-03 Artur O. Lopes , Jairo K. Mengue

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…

最优化与控制 · 数学 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

The inverse optimal transport problem is to find the underlying cost function from the knowledge of optimal transport plans. While this amounts to solving a linear inverse problem, in this work we will be concerned with the nonlinear…

最优化与控制 · 数学 2025-09-03 Alberto González-Sanz , Michel Groppe , Axel Munk

For a family of probability spaces $\{(X_k,\mathcal{B}_{X_k},\mu_k)\}_{k=1}^N$ and a cost function $c: X_1\times\cdots\times X_N\to \mathbb{R}$ we consider the Monge-Kantorovich problem \begin{align*}\tag{MK}\label{MONKANT}…

最优化与控制 · 数学 2024-04-23 Mohammad Ali Ahmadpoor , Abbas Moameni

We revisit the duality theorem for multimarginal optimal transportation problems. In particular, we focus on the Coulomb cost. We use a discrete approximation to prove equality of the extremal values and some careful estimates of the…

偏微分方程分析 · 数学 2015-05-08 Luigi De Pascale

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

最优化与控制 · 数学 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

The question of which costs admit unique optimizers in the Monge-Kantorovich problem of optimal transportation between arbitrary probability densities is investigated. For smooth costs and densities on compact manifolds, the only known…

最优化与控制 · 数学 2018-01-23 Robert J. McCann , Ludovic Rifford

Over the past five years, multi-marginal optimal transport, a generalization of the well known optimal transport problem of Monge and Kantorovich, has begun to attract considerable attention, due in part to a wide variety of emerging…

偏微分方程分析 · 数学 2014-09-12 Brendan Pass

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

最优化与控制 · 数学 2018-01-23 Robert J McCann

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

概率论 · 数学 2013-10-04 Xiaolu Tan , Nizar Touzi

This note establishes that a generalization of $c$-cyclical monotonicity from the Monge-Kantorovich problem with two marginals gives rise to a sufficient condition for optimality also in the multi-marginal version of that problem. To obtain…

最优化与控制 · 数学 2016-01-22 Claus Griessler