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These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures…

经典分析与常微分方程 · 数学 2010-09-21 Filippo Santambrogio

The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.

最优化与控制 · 数学 2009-11-24 Mathias Beiglboeck , Christian Leonard , Walter Schachermayer

The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.

经典分析与常微分方程 · 数学 2010-10-27 Mathias Beiglböck , Christian Léonard , Walter Schachermayer

The duality theory of the Monge-Kantorovich transport problem is investigated in an abstract measure theoretic framework. Let $(\mathcal{X},\mathcal{F},\mu)$ and $(\mathcal{Y},\mathcal{G},\nu)$ be any probability spaces and…

概率论 · 数学 2019-07-17 Pietro Rigo

A measure theoretical approach is presented to study the Monge-Kantorovich optimal mass transport problem. This approach together with Kantorovich duality provide an effective tool to answer a long standing question about the support of…

偏微分方程分析 · 数学 2014-11-11 Abbas Moameni

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 discuss some features of a boundary value problem for a system of PDEs that describes the growth of a sandpile in a container under the action of a vertical source. In particular, we characterize the long-term behavior of the profiles,…

偏微分方程分析 · 数学 2026-02-17 Graziano Crasta , Annalisa Malusa

Solutions to Monge-Kantorovich equations, expressing optimality condition in mass transportation problem with cost equal to distance, are stationary points of a critical-slope model for sand surface evolution. Using a dual variational…

最优化与控制 · 数学 2007-05-23 Leonid Prigozhin

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

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

最优化与控制 · 数学 2018-05-02 Justin Solomon

This is an expository paper describing how duality theory for Hessian manifolds provides a natural setting for optimal transport. We explain how this can be used to solve Monge-Amp\`ere equations and survey recent results along these lines…

微分几何 · 数学 2023-06-22 Jakob Hultgren

The optimal transportation problem, first suggested by Gaspard Monge in the 18th century and later revived in the 1940s by Leonid Kantorovich, deals with the question of transporting a certain measure to another, using transport maps or…

最优化与控制 · 数学 2025-01-24 Shlomi Gover

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 introduce and investigate properties of a variant of the semi-discrete optimal transport problem. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support…

偏微分方程分析 · 数学 2019-09-13 Mohit Bansil , Jun Kitagawa

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

概率论 · 数学 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

In this paper we extend the duality theory of the multi-marginal optimal transport problem for cost functions depending on a decreasing function of the distance (not necessarily bounded). This class of cost functions appears in the context…

偏微分方程分析 · 数学 2018-05-03 Augusto Gerolin , Anna Kausamo , Tapio Rajala

We consider the following variant of the Monge-Kantorovich transportation problem. Let S be a finite set of point sites in d dimensions. A bounded set C in d-dimensional space is to be distributed among the sites p in S such that (i) each p…

度量几何 · 数学 2015-02-18 Darius Geiß , Rolf Klein , Rainer Penninger , Günter Rote

This paper is devoted to the study of the Monge-Kantorovich theory of optimal mass transport and its applications, in the special case of one-dimensional and circular distributions. More precisely, we study the Monge-Kantorovich distances…

泛函分析 · 数学 2010-07-28 Julie Delon , Julien Rabin , Yann Gousseau

We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…

理论经济学 · 经济学 2026-04-06 Koji Yokote

Many problems in dynamic data driven modeling deals with distributed rather than lumped observations. In this paper, we show that the Monge-Kantorovich optimal transport theory provides a unifying framework to tackle such problems in the…

系统与控制 · 计算机科学 2014-02-10 Abhishek Halder , Raktim Bhattacharya
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