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We establish a general condition on the cost function to obtain uniqueness and Monge solutions in the multi-marginal optimal transport problem, under the assumption that a given collection of the marginals are absolutely continuous with…

最优化与控制 · 数学 2022-02-15 Brendan Pass , Adolfo Vargas-Jiménez

We develop a general condition on the cost function which is sufficient to imply Monge solution and uniqueness results in the multi-marginal optimal transport problem. This result unifies and generalizes several results in the rather…

偏微分方程分析 · 数学 2013-07-25 Young-Heon Kim , Brendan Pass

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

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

In this work we study a modification of the Monge-Kantorovich problem taking into account path dependence and interaction effects between particles. We prove existence of solutions under mild conditions on the data, and after imposing…

偏微分方程分析 · 数学 2022-04-19 Rene Cabrera

We introduce and study a multi-marginal optimal partial transport problem. Under a natural and sharp condition on the dominating marginals, we establish uniqueness of the optimal plan. Our strategy of proof establishes and exploits a…

偏微分方程分析 · 数学 2015-08-10 Jun Kitagawa , Brendan Pass

We study the small-regularisation limit of the entropic optimal transport problem on the line with distance cost. While convergence of entropic minimizers is well understood in the discrete setting and in the case where the cost is…

最优化与控制 · 数学 2025-12-08 Armand Ley

The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…

最优化与控制 · 数学 2023-08-08 Luca Nenna , Brendan Pass

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

In this paper, we consider the Monge optimal transport problem with distance cost. We prove that in some metric spaces, possibly with many branching geodesics, an optimal transport map exists if the first marginal is absolutely continuous.…

度量几何 · 数学 2019-10-01 Shinichiro Kobayashi

We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the…

最优化与控制 · 数学 2007-11-24 Andrei Agrachev , Paul Lee

We study a multi-marginal optimal transport problem with surplus $b(x_{1}, \ldots, x_{m})=\sum_{\{i,j\}\in P} x_{i}\cdot x_{j}$, where $P\subseteq Q:=\{\{i,j\}: i, j \in \{1,2,...m\}, i \neq j\}$. We reformulate this problem by associating…

最优化与控制 · 数学 2021-11-10 Brendan Pass , Adolfo Vargas-Jiménez

We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the target variable, as well as a stochastic version of the…

偏微分方程分析 · 数学 2020-10-07 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

We prove uniqueness and Monge solution results for multi-marginal optimal transportation problems with a certain class of surplus functions; this class arises naturally in multi-agent matching problems in economics. This result generalizes…

偏微分方程分析 · 数学 2012-10-30 Brendan Pass

We study the entropic regularization of the optimal transport problem in dimension 1 when the cost function is the distance c(x, y) = |y -- x|. The selected plan at the limit is, among those which are optimal for the non-penalized problem,…

最优化与控制 · 数学 2019-04-22 Simone Di Marino , Jean Louet

We discuss the Monge problem of mass transportation in the framework of stochastic thermodynamics and revisit the problem of the Landauer limit for finite-time thermodynamics, a problem that got the interest of Krzysztof Gawedzki in the…

统计力学 · 物理学 2022-09-16 Jean-Pierre Eckmann , Carlos Mejia-Monasterio

The question of which costs admit unique optimizers in the Monge-Kantorovich problem of optimal transportation between arbitrary probability densities is investigated. For smooth costs and densities on compact manifolds, the only known…

最优化与控制 · 数学 2018-01-23 Robert J. McCann , Ludovic Rifford

The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…

数值分析 · 数学 2012-03-02 Brittany D. Froese

We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…

概率论 · 数学 2022-06-22 Johannes Wiesel

We investigate metric conditions that allow to prove existence and uniqueness of a map solving the Monge problem between two marginals in a metric (measure) space, proving two main results. Firstly, we introduce a nonsmooth version of the…

度量几何 · 数学 2024-10-31 Shucheng Li , Mattia Magnabosco , Timo Schultz
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