相关论文: The multistochastic Monge-Kantorovich problem
Given a real number $q$ and a star body in the $n$-dimensional Euclidean space, the generalized dual curvature measure of a convex body was introduced by Lutwak-Yang-Zhang [43]. The corresponding generalized dual Minkowski problem is…
We establish the monotonicity property for the mass of non-pluripolar products on compact Kahler manifolds, and we initiate the study of complex Monge-Ampere type equations with prescribed singularity type. Using the variational method of…
We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
We prove the existence of generalised solutions of the Monge-Kantorovich equations with fractional $s$-gradient constraint, $0<s<1$, associated to a general, possibly degenerate, linear fractional operator of the type, \begin{equation*}…
We address the Monge problem in the abstract Wiener space and we give an existence result provided both marginal measures are absolutely continuous with respect to the infinite dimensional Gaussian measure {\gamma}.
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.
Let $\{\mu_k\}_{k = 1}^N$ be absolutely continuous probability measures on the real line such that every measure $\mu_k$ is supported on the segment $[l_k, r_k]$ and the density function of $\mu_k$ is nonincreasing on that segment for all…
The Sequential Multiple Knapsack Problem is a special case of Multiple knapsack problem in which the items sizes are divisible. A characterization of the optimal solutions of the problem and a description of the convex hull of all the…
This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…
Let $r \in \mathbb{N}\cup\{\infty\}$ be a fixed number and let $P_j\,\, (1 \leq j\leq r )$ be the projection onto the closed subspace $\mathcal{M}_j$ of $\mathscr{H}$. We are interested in studying the sequence $P_{i_1}, P_{i_2}, \ldots…
The dual representation of the martingale optimal transport problem in the Skorokhod space of multi dimensional cadlag processes is proved. The dual is a minimization problem with constraints involving stochastic integrals and is similar to…
Minkowski's question mark function is the distribution function of a singular continuous measure: we study this measure from the point of view of logarithmic potential theory and orthogonal polynomials. We conjecture that it is regular, in…
A Newton--Kantorovich-type argument enables the a posteriori existence verification of a unique regular root near a computed approximation, purely from computable data. This framework allows for non-selfadjoint problems and extends the…
We prove the following variant of Marstrand's theorem about projections of cartesian products of sets: Let $K_1,...,K_n$ Borel subsets of $\mathbb R^{m_1},... ,\mathbb R^{m_n}$ respectively, and $\pi:\mathbb R^{m_1}\times...\times\mathbb…
We transfer the celebrating Monge-Kontorovich problem in a bounded domain of Euclidean plane into a Dirichlet boundary problem associated to a quasi-linear elliptic equation with $0-$order term missing in its diffusion coefficients:…
Symmetric Monge-Kantorovich transport problems involving a cost function given by a family of vector fields were used by Ghoussoub-Moameni to establish polar decompositions of such vector fields into $m$-cyclically monotone maps composed…
In this paper, we investigate the stochastic damped Burgers equation with multiplicative noise defined on the entire real line. We demonstrate the existence and uniqueness of a mild solution to the stochastic damped Burgers equation and…
The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…
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…