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相关论文: On multistochastic Monge-Kantorovich problem, bitw…

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The multistsochastic Monge--Kantorovich problem on the product $X = \prod_{i=1}^n X_i$ of $n$ spaces is a generalization of the multimarginal Monge--Kantorovich problem. For a given integer number $1 \le k<n$ we consider the minimization…

泛函分析 · 数学 2020-08-19 Nikita A. Gladkov , Alexander V. Kolesnikov , Alexander P. Zimin

In this paper, we investigate Monge-Kantorovich problems for which the absolute continuity of marginals is relaxed. For $X,Y\subseteq\mathbb{R}^{n+1}$ let $(X,\mathcal{B}_X,\mu)$ and $(Y,\mathcal{B}_Y,\nu)$ be two Borel probability spaces,…

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

The dual attainment 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:\XY…

最优化与控制 · 数学 2020-07-17 Mathias Beiglböck , Christian Léonard , Walter Schachermayer

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

In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space $(W, H,\mu)$, where $H$ is Cameron-Martin space and $\mu$ is the Gaussian measure. We study the regularity of optimal transport…

概率论 · 数学 2021-08-30 Mine Caglar , Ihsan Demirel

This paper investigates causal optimal transportation problems, in the framework of two Polish spaces, both endowed with filtrations. Specific concretizations yield primal problems equivalent to several classical problems of stochastic…

概率论 · 数学 2015-10-05 Rémi Lassalle

We consider optimal transport problems where the cost for transporting a given probability measure $\mu_0$ to another one $\mu_1$ consists of two parts: the first one measures the transportation from $\mu_0$ to an intermediate (pivot)…

最优化与控制 · 数学 2025-02-05 Giuseppe Buttazzo , Guillaume Carlier , Katharina Eichinger

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

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

We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

概率论 · 数学 2025-11-03 Karol Bołbotowski

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

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 consider the Monge-Kantorovich transport problem in an abstract measure theoretic setting. Our main result states that duality holds if $c:X\times Y\to [0,\infty)$ is an arbitrary Borel measurable cost function on the product of Polish…

最优化与控制 · 数学 2008-07-10 Mathias Beiglböck , Walter Schachermayer

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 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

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

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 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

We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost $c(x,y)$ which is not finite everywhere, but coincides with $|x-y|^2$ if the displacement $y-x$ belongs to a given convex set $C$ and it is…

最优化与控制 · 数学 2011-10-17 Chloé Jimenez , Filippo Santambrogio

We prove that $c$-cyclically monotone transport plans $\pi$ optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability condition is always satisfied for finitely valued, lower…

最优化与控制 · 数学 2007-11-09 Walter Schachermayer , Josef Teichmann
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