A large deviation approach to optimal transport

Details A large deviation approach to optimal transport A large deviation approach to optimal transport

2007-10-08

arxiv.org/abs/0710.1461v1

Mathematics

Probability

Scientific paper

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle with an optimal transport cost as its rate function. As a consequence, new approximation results for the optimal cost function and the optimal transport plans are derived. They follow from the Gamma-convergence of a sequence of normalized relative entropies toward the optimal transport cost. A wide class of cost functions including the standard power cost functions $|x-y|^p$ enter this framework.

Affiliated with

Also associated with

No associations

Rating

A large deviation approach to optimal transport does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A large deviation approach to optimal transport, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A large deviation approach to optimal transport will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-543691