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

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The multistochastic $ (n,k)$-Monge--Kantorovich problem on a product space $\prod_{i=1}^n X_i$ is an extension of the classical Monge--Kantorovich problem. This problem is considered on the space of measures with fixed projections onto…

泛函分析 · 数学 2018-03-29 Nikita A. Gladkov , Alexander V. Kolesnikov , Alexander P. Zimin

Let (X,L) be a (semi-) polarized complex projective variety and T a real torus acting holomorphically on X with moment polytope P. Given a probability density g on P we introduce a new type of Monge-Ampere measure on X, defined for singular…

微分几何 · 数学 2014-02-03 Robert J. Berman , David Witt Nystrom

We consider a class of convex optimization problems modelling temporal mass transport and mass change between two given mass distributions (the so-called dynamic formulation of unbalanced transport), where we focus on those models for which…

最优化与控制 · 数学 2018-03-13 Bernhard Schmitzer , Benedikt Wirth

A simple procedure to map two probability measures in $\mathbb{R}^d$ is the so-called \emph{Knothe-Rosenblatt rearrangement}, which consists in rearranging monotonically the marginal distributions of the last coordinate, and then the…

最优化与控制 · 数学 2008-10-24 Guillaume Carlier , Alfred Galichon , Filippo Santambrogio

The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to…

偏微分方程分析 · 数学 2019-08-15 Robert J. McCann , Brendan Pass , Micah Warren

We propose a volumetric formulation for computing the Optimal Transport problem defined on surfaces in $\mathbb{R}^3$, found in disciplines like optics, computer graphics, and computational methodologies. Instead of directly tackling the…

数值分析 · 数学 2024-05-16 Richard Tsai , Axel G. R. Turnquist

In this paper we study theoretical properties of the entropy-transport functional with repulsive cost functions. We provide sufficient conditions for the existence of a minimizer in a class of metric spaces and prove the…

偏微分方程分析 · 数学 2019-07-19 Augusto Gerolin , Anna Kausamo , Tapio Rajala

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

The duality theory of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:X\times…

最优化与控制 · 数学 2010-09-07 Mathias Beiglboeck , Christian Leonard , Walter Schachermayer

We consider the simultaneous optimal transportation of measures, where the target marginal is not necessarily fixed. For this problem, we prove the existence of a solution for completely regular spaces and investigate the structure of the…

概率论 · 数学 2024-11-26 Kirill Sokolov

We investigate the transportation problem under a Monge cost structure and derive compact formulas for optimal dual solutions based on the northwest-corner rule. As an application illustrating how these formulas yield structural insight…

最优化与控制 · 数学 2026-02-23 Stefan Nickel , Justo Puerto , Simon Ramoser , Alberto Torrejon

The purpose of this paper is to show that in a finite dimensional metric space with Alexandrov's curvature bounded below, Monge's transport problem for the quadratic cost admits a unique solution.

微分几何 · 数学 2007-05-23 Jerome Bertrand

The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of…

微分几何 · 数学 2018-04-20 Stefan Suhr

In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is…

概率论 · 数学 2010-09-02 Rémi Rhodes , Vincent Vargas

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

概率论 · 数学 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…

最优化与控制 · 数学 2023-12-19 Karthik Elamvazhuthi , Matt Jacobs

In the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…

机器学习 · 计算机科学 2024-02-19 Ehsan Amid , Frank Nielsen , Richard Nock , Manfred K. Warmuth

In this work we study a modification of the Monge-Kantorovich problem taking into account path dependence and interaction effects between particles. We prove existence of solutions under mild conditions on the data, and after imposing…

偏微分方程分析 · 数学 2022-04-19 Rene Cabrera

This paper is devoted to variational problems on the set of probability measures which involve optimal transport between unequal dimensional spaces. In particular, we study the minimization of a functional consisting of the sum of a term…

偏微分方程分析 · 数学 2019-11-18 Luca Nenna , Brendan Pass

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