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相关论文: Matrix-valued Monge-Kantorovich Optimal Mass Trans…

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Symmetric Monge-Kantorovich transport problems involving a cost function given by a family of vector fields were used by Ghoussoub-Moameni to establish polar decompositions of such vector fields into $m$-cyclically monotone maps composed…

偏微分方程分析 · 数学 2012-12-10 Nassif Ghoussoub , Bernard Maurey

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

数学物理 · 物理学 2007-05-23 Gershon Wolansky

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…

动力系统 · 数学 2017-11-22 Piyush Grover , Karthik Elamvazhuthi

In this paper, we consider the Monge optimal transport problem with distance cost. We prove that in some metric spaces, possibly with many branching geodesics, an optimal transport map exists if the first marginal is absolutely continuous.…

度量几何 · 数学 2019-10-01 Shinichiro Kobayashi

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

We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t)…

最优化与控制 · 数学 2015-02-05 Yongxin Chen , Tryphon Georgiou , Michele Pavon

In the first part of the paper we briefly decribe the classical problem, raised by Monge in 1781, of optimal transportation of mass. We discuss also Kantorovich's weak solution of the problem, which leads to general existence results, to a…

偏微分方程分析 · 数学 2007-05-23 Luigi Ambrosio

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

Vector-valued Gaussian mixtures form an important special subset of vector-valued distributions. In general, vector-valued distributions constitute natural representations for physical entities, which can mutate or transit among alternative…

机器学习 · 统计学 2022-11-11 Jiening Zhu , Kaiming Xu , Allen Tannenbaum

We study solutions to the multi-marginal Monge-Kantorovich problem which are concentrated on several graphs over the first marginal. We first present two general conditions on the cost function which ensure, respectively, that any solution…

最优化与控制 · 数学 2015-07-22 Abbas Moameni , Brendan Pass

This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…

最优化与控制 · 数学 2017-12-04 Johannes M. Schumacher

Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…

数值分析 · 数学 2022-06-28 Said Kerrache , Yasushi Nakauchi

We prove that if $\Omega\subset \mathbb{R}^{n+1}$ is a (not necessarily strictly) convex, $C^1$ domain, and $\mu$ and $\bar{\mu}$ are probability measures absolutely continuous with respect to surface measure on $\partial \Omega$, with…

偏微分方程分析 · 数学 2025-03-11 Seonghyeon Jeong , Jun Kitagawa

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 the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…

概率论 · 数学 2008-09-09 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

We discuss the Monge problem of mass transportation in the framework of stochastic thermodynamics and revisit the problem of the Landauer limit for finite-time thermodynamics, a problem that got the interest of Krzysztof Gawedzki in the…

统计力学 · 物理学 2022-09-16 Jean-Pierre Eckmann , Carlos Mejia-Monasterio

Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another. Neural network based optimal transport map solver has gained great attention in…

机器学习 · 计算机科学 2022-11-22 Jiaojiao Fan , Shu Liu , Shaojun Ma , Haomin Zhou , Yongxin Chen

In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the $\infty$-optimal transport problem in the discrete and finite setting. It is the first time, to the best of our knowledge, that…

最优化与控制 · 数学 2023-04-27 Meyer Scetbon

We propose center-outward superquantile and expected shortfall functions, with applications to multivariate risk measurements, extending the standard notion of value at risk and conditional value at risk from the real line to…

统计理论 · 数学 2024-08-26 Bernard Bercu , Jeremie Bigot , Gauthier Thurin

The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…

概率论 · 数学 2013-08-02 Christian Léonard