A remark on the Lagrangian formulation of optimal transport with a non-convex cost

Toshio Mikami; Haruka Yamamoto

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arXiv · 2212.13658

A remark on the Lagrangian formulation of optimal transport with a non-convex cost

Toshio Mikami·Haruka Yamamoto

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Abstract

We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and stochastic processes under consideration is not convex and have essentially bounded time derivatives almost surely, respectively. This paper is a continuation of the second author's master thesis.

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Toshio Mikami, Haruka Yamamoto. 2022-12-28. A remark on the Lagrangian formulation of optimal transport with a non-convex cost. https://arxiv.org/abs/2212.13658

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