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We study a single-period optimal transport problem on $\mathbb{R}^2$ with a covariance-type cost function $c(x,y) = (x_1-y_1)(x_2-y_2)$ and a backward martingale constraint. We show that a transport plan $\gamma$ is optimal if and only if…

概率论 · 数学 2022-09-13 Dmitry Kramkov , Yan Xu

We consider the Monge-Kantorovich transport problem in a purely measure theoretic setting, i.e. without imposing continuity assumptions on the cost function. It is known that transport plans which are concentrated on c-monotone sets are…

最优化与控制 · 数学 2009-01-19 Mathias Beiglböck , Martin Goldstern , Gabriel Maresch , Walter Schachermayer

We prove quantitative bounds on the stability of optimal transport maps and Kantorovich potentials from a fixed source measure $\rho$ under variations of the target measure $\mu$, when the cost function is the squared Riemannian distance on…

度量几何 · 数学 2025-05-06 Jun Kitagawa , Cyril Letrouit , Quentin Mérigot

Consider the Euclidean traveling salesman problem with $n$ random points on the plane. Suppose that one of the points is shifted to a new random location. This gives us a new optimal path. Consider such shifts for each of the $n$ points. Do…

概率论 · 数学 2024-10-30 Sourav Chatterjee , Souvik Ray

We give natural topological conditions on the support of the target measure under which solutions to the optimal transport problem with cost function satisfying the (weak) Ma, Trudinger, and Wang condition cannot have any isolated singular…

偏微分方程分析 · 数学 2014-10-09 Young-Heon Kim , Jun Kitagawa

We study the convergence of the transport plans $\gamma_\epsilon$ towards $\gamma_0$ as well as the cost of the entropy-regularized optimal transport $(c,\gamma_\epsilon)$ towards $(c,\gamma_0)$ as the regularization parameter $\epsilon$…

最优化与控制 · 数学 2025-12-05 Hugo Malamut , Maxime Sylvestre

We investigate stability properties of weak supermartingale optimal transport (WSOT) problems on $\mathbb{R}$. For probability measures $\mu,\nu\in\mathcal{P}_r$ satisfying $\mu \leq_{cd} \nu$ (equivalently, $\Pi_S(\mu,\nu)\neq\emptyset$),…

概率论 · 数学 2026-03-31 Shuoqing Deng , Gaoyue Guo , Dominykas Norgilas

We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…

最优化与控制 · 数学 2026-04-29 Marcel Nutz , Chenyang Zhong

We study an optimal transport problem with a backward martingale constraint in a pseudo-Euclidean space $S$. We show that the dual problem consists in the minimization of the expected values of the Fitzpatrick functions associated with…

概率论 · 数学 2023-12-11 Dmitry Kramkov , Mihai Sîrbu

Consider transportation of one distribution of mass onto another, chosen to optimize the total expected cost, where cost per unit mass transported from x to y is given by a smooth function c(x,y). If the source density f^+(x) is bounded…

偏微分方程分析 · 数学 2018-01-23 Alessio Figalli , Young-Heon Kim , Robert J. McCann

In this short note, we show that given a cost function $c$, any coupling $\pi$ of two probability measures where the second is a discrete measure can be associated to a certain bipartite graph containing a perfect matching, based on the…

最优化与控制 · 数学 2020-07-17 Mohit Bansil , Jun Kitagawa

We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…

数值分析 · 数学 2018-10-08 Valentin Hartmann , Dominic Schuhmacher

We establish novel quantitative stability results for optimal transport problems with respect to perturbations in the target measure. We provide explicit bounds on the stability of optimal transport potentials and maps, which are relevant…

泛函分析 · 数学 2026-05-12 Octave Mischler , Dario Trevisan

This work studies the quantitative stability of the quadratic optimal transport map between a fixed probability density $\rho$ and a probability measure $\mu$ on R^d , which we denote T$\mu$. Assuming that the source density $\rho$ is…

泛函分析 · 数学 2023-03-09 Alex Delalande , Quentin Merigot

We study optimal mass transport problems between two measures with respect to a non-traditional cost function, i.e. a cost $c$ which can attain the value $+\infty$. We define the notion of $c$-compatibility and strong-$c$-compatibility of…

度量几何 · 数学 2021-07-09 Shiri Artstein-Avidan , Shay Sadovsky , Katarzyna Wyczesany

Fix a pair of smooth source and target densities $\rho$ and $\rho^*$ of equal mass, supported on bounded domains $\Omega, \Omega^* \subset \mathbb{R}^n$. Also fix a cost function $c_0 \in C^{4,\alpha}(\overline{\Omega} \times…

偏微分方程分析 · 数学 2021-08-04 Farhan Abedin , Jun Kitagawa

We introduce a constrained optimal transport problem where origins $x$ can only be transported to destinations $y\geq x$. Our statistical motivation is to describe the sharp upper bound for the variance of the treatment effect $Y-X$ given…

最优化与控制 · 数学 2021-06-22 Marcel Nutz , Ruodu Wang

We study optimal transport plans from $m$ equally weighted points (with weights $1/m$) to $n$ equally weighted points (with weights $1/n$). The Birkhoff-von Neumann Theorem implies that if $m=n$, then the optimal transport plan can be…

最优化与控制 · 数学 2023-12-08 Alexander Bruce Johnson , Stefan Steinerberger

Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…

概率论 · 数学 2021-04-23 Ariel Neufeld , Julian Sester

We consider some repulsive multimarginal optimal transportation problems which include, as a particular case, the Coulomb cost. We prove a regularity property of the minimizers (optimal transportation plan) from which we deduce existence…

最优化与控制 · 数学 2016-09-01 Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale
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