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arXiv · 1406.0026

Multi-marginal optimal transport: theory and applications

Brendan Pass
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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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Brendan Pass. 2014-09-11. Multi-marginal optimal transport: theory and applications. https://arxiv.org/abs/1406.0026

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