相关论文: Stability of Quadratically Regularized Optimal Tra…
The stability of optimal transport maps with respect to perturbations of the marginals is a question of interest for several reasons, ranging from the justification of the linearized optimal transport framework to numerical analysis and…
The paper establishes the exponential turnpike property for a class of mean-field stochastic linear-quadratic (LQ) optimal control problems with periodic coefficients. It first introduces the concepts of stability, stabilizability, and…
We generalize a well-known result of L. Caffarelli on Lipschitz estimates for optimal transportation $T$ between uniformly log-concave probability measures. Let $T : \R^d \to \R^d$ be an optimal transportation pushing forward $\mu =…
We investigate the continuous optimal transport problem in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that…
We study the one-dimensional nonlinear Schr\"odinger equation with the cubic-quintic combination of attractive and repulsive nonlinearities, and a trapping potential represented by a delta-function. We determine all bound states with a…
We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but whose joint distribution is not. We establish and exploit an…
The goal of the present work is three-fold. The first goal is to set foundational results on optimal transport in Lorentzian (pre-)length spaces, including cyclical monotonicity, stability of optimal couplings and Kantorovich duality…
Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…
This paper is dedicated to the stability analysis of the optimal solutions of a control problem associated with a semilinear elliptic equation. The linear differential operator of the equation is neither monotone nor coercive due to the…
This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…
Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…
Extended reservoirs provide a framework for capturing macroscopic, continuum environments, such as metallic electrodes driving a current through a nanoscale contact, impurity, or material. We examine the application of this approach to…
The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…
Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasserstein distances suffers from a severe curse of…
Entropic optimal transport offers a computationally tractable approximation to the classical problem. In this note, we study the approximation rate of the entropic optimal transport map (in approaching the Brenier map) when the…
We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertain problem parameters by reshaping a prescribed reference…
This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…
In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon T tends to infinity. The leading term in…
We consider the inverse boundary value problem of determining the potential $q$ in the equation $\Delta u + qu = 0$ in $\Omega\subset\mathbb{R}^n$, from local Cauchy data. A result of global Lipschitz stability is obtained in dimension…
In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…