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The geometry of optimal transportation

1996/01/01 by Wilfrid Gangbo, Robert J. McCann · 77 citations
Mathematics · #Point processes and geometric inequalities #Mathematics and Applications #Geometric Analysis and Curvature Flows

paper · pdf · doi:10.1007/bf02392620

Abstract

A classical problem of transporting mass due to Monge and Kantorovich is solved. Given measures µ and ν on R d, we find the measure-preserving map y(x) between them with minimal cost — where cost is measured against h(x − y) withhstrictly convex, or a strictly concave function of |x − y|. This map is unique: it is characterized by the formula y(x) =x−(∇h) −1 (∇ψ(x)) and geometrical restrictions on ψ. Connections with mathematical economics, numerical computations, and the Monge-Ampère equation are sketched. ∗ Both authors gratefully acknowledge the support provided by postdoctoral fellowships: WG at

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