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We propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special type. We propose some kind of "algebra" on different models and corresponding…

最优化与控制 · 数学 2017-02-28 Alexander Gasnikov

In this Doctoral Dissertation we propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special (multilevel) type. We propose different…

最优化与控制 · 数学 2017-06-26 Alexander Gasnikov

Optimal transport has become part of the standard quantitative economics toolbox. It is the framework of choice to describe models of matching with transfers, but beyond that, it allows to: extend quantile regression; identify discrete…

综合经济学 · 经济学 2021-07-13 Alfred Galichon

In the paper we show that an important class of multistage traffic equillibrium models (including correspondence matrix calculation, traffic assignment problem etc) and their economic generalizations can be considered as proper population…

最优化与控制 · 数学 2016-04-19 Alexander Gasnikov

Some optimization or equilibrium problems involving somehow the concept of optimal transport are presented in these notes, mainly devoted to applications to economic and game theory settings. A variant model of transport, taking into…

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

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

We analyze controlled mass transportation plans with free end-time that minimize the transport cost induced by the generating function of a Lagrangian within a bounded domain, in addition to costs incurred as export and import tariffs at…

偏微分方程分析 · 数学 2019-03-07 Samer Dweik , Nassif Ghoussoub , Aaron Zeff Palmer

We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic transport given by the gradient of a continuously differentiable…

概率论 · 数学 2019-09-18 Nathael Gozlan , Nicolas Juillet

This paper presents a widely applicable approach to solving (multi-marginal, martingale) optimal transport and related problems via neural networks. The core idea is to penalize the optimization problem in its dual formulation and reduce it…

最优化与控制 · 数学 2019-01-28 Stephan Eckstein , Michael Kupper

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

Traffic congestion is one of the major challenges faced by the transportation industry. While this problem carries a high economical and environmental cost, the need for an efficient design of optimal paths for passengers in multilayer…

物理与社会 · 物理学 2022-06-10 Abdullahi Adinoyi Ibrahim , Daniela Leite , Caterina De Bacco

We compare several approaches to learn an Optimal Map, represented as a neural network, between probability distributions. The approaches fall into two categories: ``Heuristics'' and approaches with a more sound mathematical justification,…

机器学习 · 计算机科学 2019-08-06 Andrea Schioppa

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

概率论 · 数学 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou

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

We study the consequences of the equivalence between the least gradient problem and a boundary-to-boundary optimal transport problem in two dimensions. We extend the relationship between the two problems to their respective dual problems,…

偏微分方程分析 · 数学 2021-02-12 Wojciech Górny

Optimal transportation with capacity constraints, a variant of the well-known optimal transportation problem, is concerned with transporting one probability density $f \in L^1(\mathbb{R}^m)$ onto another one $g \in L^1(\mathbb{R}^n)$ so as…

最优化与控制 · 数学 2014-03-05 Jonathan Korman , Robert J. McCann , Christian Seis

We review two models of optimal transport, where congestion effects during the transport can be possibly taken into account. The first model is Beckmann's one, where the transport activities are modeled by vector fields with given…

泛函分析 · 数学 2013-02-25 Lorenzo Brasco , Mircea Petrache

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

最优化与控制 · 数学 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…

系统与控制 · 电气工程与系统科学 2023-05-03 Anqi Dong , Arthur Stephanovitch , Tryphon T. Georgiou

This paper explores the gain maximization problem of two nations engaging in non-cooperative bilateral trade. Probabilistic model of an exchange of commodities under different price systems is considered. Volume of commodities exchanged…

理论经济学 · 经济学 2020-01-09 Tsotne Kutalia , Revaz Tevzadze
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