Introduction to Optimal Transport Theory

Details Introduction to Optimal Transport Theory Introduction to Optimal Transport Theory

2010-09-20

arxiv.org/abs/1009.3856v1

Mathematics

Classical Analysis and ODEs

Scientific paper

These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures endowed with the distances $W_p$ induced by optimal transport are detailed. The key tools to put in relation optimal transport and PDEs are provided.

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