Mass transportation with LQ cost functions - Laboratoire Jean-Alexandre Dieudonné Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2010

Mass transportation with LQ cost functions

Résumé

We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem proving existence and uniqueness of an optimal transport map. In the controllable case, we show that the optimal transport map has to be the gradient of a convex function up to a linear change of coordinates. We give regularity results and also investigate the non-controllable case.
Fichier principal
Vignette du fichier
HPR_DEF_NEW.pdf (181.29 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-00534083 , version 1 (08-11-2010)
hal-00534083 , version 2 (19-05-2011)

Identifiants

  • HAL Id : hal-00534083 , version 1

Citer

Ahed Hindawi, Jean-Baptiste Pomet, Ludovic Rifford. Mass transportation with LQ cost functions. 2010. ⟨hal-00534083v1⟩
268 Consultations
121 Téléchargements

Partager

Gmail Facebook X LinkedIn More