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The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to…

偏微分方程分析 · 数学 2019-08-15 Robert J. McCann , Brendan Pass , Micah Warren

The presentation covers prerequisite results from Topology and Measure Theory. This is then followed by an introduction into couplings and basic definitions for optimal transport. The Kantrorovich problem is then introduced and an existence…

概率论 · 数学 2020-10-12 Austin Vandegriffe

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

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

In this paper, we extend our convexity theory for $C^2$ cost functions in optimal transportation to more general generating functions, which were originally introduced by the second author to extend the framework of optimal transportation…

偏微分方程分析 · 数学 2022-07-21 Gregoire Loeper , Neil S Trudinger

We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…

最优化与控制 · 数学 2016-08-16 Christian Léonard

We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…

偏微分方程分析 · 数学 2022-11-18 Alessio Porretta

This paper studies the uniqueness of solutions to the dual optimal transport problem, both qualitatively and quantitatively (bounds on the diameter of the set of optimisers). On the qualitative side, we prove that when one marginal…

最优化与控制 · 数学 2026-04-03 William Ford

We study the transportation problem on the unit sphere $S^{n-1}$ for symmetric probability measures and the cost function $c(x,y) = \log \frac{1}{\langle x, y \rangle}$. We calculate the variation of the corresponding Kantorovich functional…

泛函分析 · 数学 2018-08-27 Alexander V. Kolesnikov

In this paper, we study the optimal transportation for generalized Lagrangian $L=L(x, u,t)$, and consider the cost function as following: $$c(x, y)=\inf_{\substack{x(0)=x\\x(1)=y\\u\in\mathcal{U}}}\int_0^1L(x(s), u(x(s),s), s)ds.$$ Where…

动力系统 · 数学 2013-12-03 Ji Li , Jianlu Zhang

We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…

最优化与控制 · 数学 2023-01-02 Toshio Mikami , Haruka Yamamoto

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 $m=4$,…

最优化与控制 · 数学 2020-01-13 Brendan Pass , Adolfo Vargas-Jiménez

We consider the transfer operators of non-uniformly expanding maps for potentials of various regularity, and show that a specific property of potentials ("flatness") implies a Ruelle-Perron-Frobenius Theorem and a decay of the transfer…

经典分析与常微分方程 · 数学 2022-07-14 Benoît Kloeckner

We study dynamical optimal transport of discrete time systems (dDOT) with Lagrangian cost. The problem is approached by combining optimal control and Kantorovich duality theory. Based on the derived solution, a first order splitting…

最优化与控制 · 数学 2024-10-15 Dongjun Wu , Anders Rantzer

It is well-known that duality in the Monge-Kantorovich transport problem holds true provided that the cost function $c:X\times Y\to [0,\infty]$ is lower semi-continuous or finitely valued, but it may fail otherwise. We present a suitable…

最优化与控制 · 数学 2010-09-10 Mathias Beiglboeck , Aldo Pratelli

We prove the Duality Theorems for the stochastic optimal transportation problems with a convex cost function without a regularity assumption that is often supposed in the proof of the lower semicontinuity of an action integral. In our new…

概率论 · 数学 2021-01-18 Toshio Mikami

We investigate the optimal mass transport problem associated to the following "ballistic" cost functional on phase space $M\times M^*$, $$ b_T(v, x):=\inf\{\langle v, \gamma (0)\rangle +\int_0^TL(\gamma (t), {\dot \gamma}(t))\, dt, \gamma…

偏微分方程分析 · 数学 2017-06-13 Nassif Ghoussoub

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

概率论 · 数学 2017-08-29 Soumik Pal

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

概率论 · 数学 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

We introduce folded optimal transport, as a method to extend a cost or distance defined on the extreme boundary of a convex to the whole convex, related to convex extension. This construction broadens the framework of standard optimal…

泛函分析 · 数学 2026-01-21 Thomas Borsoni