中文
相关论文

相关论文: Monge-Kantorovich interpolation with constraints a…

200 篇论文

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

The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…

概率论 · 数学 2013-08-02 Christian Léonard

A quantum version of the Monge--Kantorovich optimal transport problem is analyzed. The transport cost is minimized over the set of all bipartite coupling states $\rho^{AB}$, such that both of its reduced density matrices $\rho^A$ and…

量子物理 · 物理学 2022-09-21 Shmuel Friedland , Michał Eckstein , Sam Cole , Karol Życzkowski

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

A simple procedure to map two probability measures in $\mathbb{R}^d$ is the so-called \emph{Knothe-Rosenblatt rearrangement}, which consists in rearranging monotonically the marginal distributions of the last coordinate, and then the…

最优化与控制 · 数学 2008-10-24 Guillaume Carlier , Alfred Galichon , Filippo Santambrogio

The aim of this article is to show that the Monge-Kantorovich problem is the limit of a sequence of entropy minimization problems when a fluctuation parameter tends down to zero. We prove the convergence of the entropic values to the…

最优化与控制 · 数学 2013-08-02 Christian Léonard

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

This paper investigates the optimal transport problem within the framework of Linear Quadratic optimal control systems. We establish the well-posedness of the Monge problem and analyze the regularity of the resulting optimal transport map,…

最优化与控制 · 数学 2026-05-25 Luca Rizzi , Alec Jacopo Almo Schiavoni Piazza

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

A remarkable connection between optimal design and Monge transport was initiated in the years 1997 in the context of the minimal elastic compliance problem and where the euclidean metric cost was naturally involved. In this paper we present…

最优化与控制 · 数学 2022-02-02 Karol Bołbotowski , Guy Bouchitté

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

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

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…

偏微分方程分析 · 数学 2014-09-12 Brendan Pass

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

最优化与控制 · 数学 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual…

系统与控制 · 计算机科学 2013-04-16 Lipeng Ning , Tryphon T. Georgiou , Allen Tannenbaum

We study a multi-marginal optimal transportation problem. Under certain conditions on the cost function and the first marginal, we prove that the solution to the relaxed, Kantorovich version of the problem induces a solution to the Monge…

偏微分方程分析 · 数学 2010-08-27 Brendan Pass

There are interesting extensions of the problem of determining a joint probability with known marginals. On the one hand, one may impose size constraints on the joint probabilities. On the other, one may impose additional constraints like…

概率论 · 数学 2021-09-08 Henryk Gzyl

We address optimal control problems on the space of measures for an objective containing a smooth functional and an optimal transport regularization. That is, the quadratic Monge-Kantorovich distance between a given prior measure and the…

最优化与控制 · 数学 2025-10-27 Nicolas Borchard , Gerd Wachsmuth

We consider the simultaneous optimal transportation of measures, where the target marginal is not necessarily fixed. For this problem, we prove the existence of a solution for completely regular spaces and investigate the structure of the…

概率论 · 数学 2024-11-26 Kirill Sokolov

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