Multi-marginal optimal transport: theory and applications

2014/05/30 by Pass, Brendan · 7 citations
#Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1406.0026

Abstract

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 applications. Here, we survey this problem, addressing fundamental theoretical questions including the uniqueness and structure of solutions. The (partial) answers to these questions uncover a surprising divergence from the classical two marginal setting, and reflect a delicate dependence on the cost function. We go one to describe two applications of the multi-marginal problem.

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