Optimal entropy-transport problems and a new Hellinger-Kantorovich distance between positive measures (Q1702785)

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Optimal entropy-transport problems and a new Hellinger-Kantorovich distance between positive measures
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    Optimal entropy-transport problems and a new Hellinger-Kantorovich distance between positive measures (English)
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    28 February 2018
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    The paper, having the size of a small book (approximate 150 pages), has two distinct parts: Part I which develops a full theory of the new class of optimal entropy-transport problems between nonnegative and finite Radon measures in general topological spaces, and Part II, coming as a powerful application of the theory in Part I, which studies the particular case of logarithmic entropy-transport problems and introduces the new Hellinger-Kantorovich distance between measures in metric spaces. In Part I, the authors, after introducing the necessary background, present the primal, dual and ``homogeneous'' formulations of the optimal entropy-transport problem. Part II starts with the presentation of the main results related to the Logarithmic Entropy-Transport (LET) problem. Then, the authors study the Hellinger-Kantorovich distance, as the ``metric side'' of LET-functional, recovering the Hellinger-Kakutani distance and the Kantorovich-Wasserstein distance as limiting cases. The last section of Part II is dedicated to the dynamic interpretation of the Hellinger-Kantorovich distance, related to absolutely continuous curves, lower curvature bounds, duality and Hamilton-Jacobi equation, geodesics and contraction properties. The paper finishes with the presentation of chronological development of the results as well as a comprehensive list of 50 references.
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    optimal entropy
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    transport problems
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    Hellinger-Kantorovich distance
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    primal-dual problem
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    logarithmic entropy
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    transport problem
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    Hellinger-Kakutani distance
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    Hamilton-Jacobi equation
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