arXiv · 2302.11896
Entropic approximation of $\infty$-optimal transport problems
Abstract
We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects $\infty$-cyclically monotone plans at the limit. We also present some numerical illustrations performed with Sinkhorn's algorithm.
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Guillaume Carlier, Camilla Brizzi, Luigi De Pascale. 2023-02-23. Entropic approximation of $\infty$-optimal transport problems. https://arxiv.org/abs/2302.11896
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