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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

We investigate the properties of convex functions in the plane that satisfy a local inequality which generalizes the notion of sub-solution of Monge-Ampere equation for a Monge-Kantorovich problem with quadratic cost between non-absolutely…

偏微分方程分析 · 数学 2021-04-08 P. -E. Jabin , A. Mellet , M. Molina

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 study the quadratically regularized optimal transport (QOT) problem for quadratic cost and compactly supported marginals $\mu$ and $\nu$. It has been empirically observed that the optimal coupling $\pi_\epsilon$ for the QOT problem has…

最优化与控制 · 数学 2024-10-07 Johannes Wiesel , Xingyu Xu

We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

偏微分方程分析 · 数学 2022-07-12 Yash Jhaveri , Ovidiu Savin

We consider the $L^\infty$-optimal mass transportation problem \[ \min_{\Pi(\mu, \nu)} \gamma-\mathrm{ess\,sup\,} c(x,y), \] for a new class of costs $c(x,y)$ for which we introduce a tentative notion of twist condition. In particular we…

偏微分方程分析 · 数学 2023-01-18 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

We construct solutions to Monge-Amp\`ere equations whose Monge-Amp\`ere measures contain singular components supported on low codimensional sets. We also study the regularity of such solutions. To motivate our construction, we present…

偏微分方程分析 · 数学 2026-05-20 Arghya Rakshit , Aranya Sen

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

最优化与控制 · 数学 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures…

经典分析与常微分方程 · 数学 2010-09-21 Filippo Santambrogio

It is well known that the quadratic-cost optimal transportation problem is formally equivalent to the second boundary value problem for the Monge-Amp\`ere equation. Viscosity solutions are a powerful tool for analysing and approximating…

偏微分方程分析 · 数学 2019-04-04 Brittany Froese Hamfeldt

This work proposes an algorithm to bound the minimum distance between points on trajectories of a dynamical system and points on an unsafe set. Prior work on certifying safety of trajectories includes barrier and density methods, which do…

最优化与控制 · 数学 2023-06-16 Jared Miller , Mario Sznaier

A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…

数值分析 · 数学 2012-08-27 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman

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 study the problem of estimating, in the sense of optimal transport metrics, a measure which is assumed supported on a manifold embedded in a Hilbert space. By establishing a precise connection between optimal transport metrics, optimal…

机器学习 · 计算机科学 2012-09-06 Guillermo D. Canas , Lorenzo Rosasco

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

Motivated by conjectures in Mirror Symmetry, we continue the study of the real Monge--Amp\`ere operator on the boundary of a simplex. This can be formulated in terms of optimal transport, and we consider, more generally, the problem of…

偏微分方程分析 · 数学 2025-01-14 Rolf Andreasson , Jakob Hultgren , Mattias Jonsson , Enrica Mazzon , Nicholas McCleerey

We propose a numerical method for solving the multi-marginal Monge problem, which extends the classical Monge formulation to settings involving multiple target distributions. Our approach is based on the Hilbert space embedding of…

最优化与控制 · 数学 2025-07-15 Yumiharu Nakano , Takafumi Saito

In this note, we extend the regularity theory for monotone measure-preserving maps, also known as optimal transports for the quadratic cost optimal transport problem, to the case when the support of the target measure is an arbitrary convex…

偏微分方程分析 · 数学 2023-05-17 Alessio Figalli , Yash Jhaveri

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

最优化与控制 · 数学 2012-11-29 Jonathan Korman , Robert J. McCann

Estimating optimal transport (OT) maps (a.k.a. Monge maps) between two measures $P$ and $Q$ is a problem fraught with computational and statistical challenges. A promising approach lies in using the dual potential functions obtained when…

最优化与控制 · 数学 2022-06-20 Aram-Alexandre Pooladian , Marco Cuturi , Jonathan Niles-Weed