相关论文: Weak KAM pairs and Monge-Kantorovich duality
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…
We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…
The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…
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…
The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.
The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.
Weak optimal transport generalizes the classical theory of optimal transportation to nonlinear cost functions and covers a range of problems that lie beyond the traditional theory - including entropic transport, martingale transport, and…
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…
Symmetric Monge-Kantorovich transport problems involving a cost function given by a family of vector fields were used by Ghoussoub-Moameni to establish polar decompositions of such vector fields into $m$-cyclically monotone maps composed…
We construct a weak KAM theory for parameterized cobordisms and their relaxation, holonomic measures. We find a weak kam solution in that context, and we show that in many cases it corresponds to an exact form that satisfies a version of…
The dual representation of the martingale optimal transport problem in the Skorokhod space of multi dimensional cadlag processes is proved. The dual is a minimization problem with constraints involving stochastic integrals and is similar to…
We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of…
A new pairwise cost function is proposed for the optimal transport barycenter problem, adopting the form of the minimal action between two points, with a Lagrangian that takes into account an underlying probability distribution. Under this…
In this paper we consider the notion of commutation for a pair of continuous and convex Hamiltonians, given in terms of commutation of their Lax- Oleinik semigroups. This is equivalent to the solvability of an associated multi- time…
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…
We study the Monge--Kantorovich problem with one-dimensional marginals $\mu$ and $\nu$ and the cost function $c = \min\{l_1, \ldots, l_n\}$ that equals the minimum of a finite number $n$ of affine functions $l_i$ satisfying certain…
We study the time-periodic version of Evans approach to weak KAM theory. Evans minimization problem is equivalent to a first oder mean field game system. For the mechanical Hamiltonian we prove the existence of smooth solutions. We…
In this note we study the weak topology on paired modules over a (not necessarily commutative) ground ring. Over QF rings we are able to recover most of the well known properties of this topology in the case of commutative base fields. The…
In this paper, we investigate the singularities of potential energy functionals \(\phi(\cdot)\) associated with semiconcave functions \(\phi\) in the Borel probability measure space and their propagation properties. Our study covers two…
We analyze several problems of Optimal Transport Theory in the setting of Ergodic Theory. In a certain class of problems we consider questions in Ergodic Transport which are generalizations of the ones in Ergodic Optimization. Another class…