相关论文: The multistochastic Monge-Kantorovich problem

Under study are some vector optimization problems over the space of Minkowski balls, i.e., symmetric convex compact subsets in Euclidean space. A typical problem requires to achieve the best result in the presence of conflicting goals;…

This pedagogical article solves an interesting problem in quantum measure theory. Although a quantum measure $\mu$ is a generalization of an ordinary probability measure, $\mu$ need not satisfy the usual additivity condition. Instead, $\mu$…

Over the past five years, multi-marginal optimal transport, a generalization of the well known optimal transport problem of Monge and Kantorovich, has begun to attract considerable attention, due in part to a wide variety of emerging…

We study Kantorovich type optimal transportation problems with nonlinear cost functions, including dependence on conditional measures of transport plans. A range of nonlinear Kantorovich problems for cost functions of a special form is…

We revisit the classical monotone-follower problem and consider it in a generalized formulation. Our approach is based on a compactness substitute for nondecreasing processes, the Meyer-Zheng weak convergence, and the maximum principle of…

In this paper, we derive the existence of solutions with small volume to the $L_p$-Gaussian Minkowski problem for $1\leq p<n$, which implies that there are at least two solutions for the $L_p$-Gaussian Minkowski problem.

The generalized moment problem (GMP) is an infinite dimensional linear problem over the cone of finite nonnegative Borel measures. When a GMP instance involves finitely many polynomial moment constraints, moment/sum-of-squares hierarchies…

We study the fine regularity properties of optimal potentials for the dual formulation of the Hellinger--Kantorovich problem (HK), providing sufficient conditions for the solvability of the primal Monge formulation. We also establish new…

This paper is concerned with a class of stochastic optimization problems defined on a Banach space with almost sure conic-type constraints. For this class of problems, we investigate the consistency of optimal values and solutions…

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…

Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…

We introduce a multivariate Markov transform which generalizes the well-known one-dimensional Stieltjes transform from the Moment problem and Spectral theory. Our main result states that two measures {\mu} and {\nu} with bounded support…

We derive the stability result of the dual curvature measure with near constant density in the even case. As an application, the existence and uniqueness of solutions to the even dual Minkowski problem for positive indices in…

In this paper, we address the Continuous Multifacility Monotone Ordered Median Problem. This problem minimizes a monotone ordered weighted median function of the distances between given demand points in $\mathbb{R}^d$ and its closest…

We describe a necessary condition for the local solvability of the strong inverse variational problem in the context of Monge-Amp\`ere partial differential equations and first-order Lagrangians. This condition is based on comparing…

We investigate elementary properties of successive radii in generalized Minkowski spaces (that is, with respect to gauges), i.e., we measure the "size" of a given convex set in a finite-dimensional real vector space with respect to another…

This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…

We consider a system of PDEs of Monge-Kantorovich type arising from models in granular matter theory and in electrodynamics of hard superconductors. The existence of a solution of such system (in a regular open domain…

We show that the problem of finding the barycenter in the Hellinger-Kantorovich setting admits a least-cost soft multi-marginal formulation, provided that a one-sided hard marginal constraint is introduced. The constrained approach is then…

Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…