Optimal transportation with infinitely many marginals

DOI10.1016/J.JFA.2012.12.002zbMATH Open1258.49073arXiv1206.5515OpenAlexW2962749223MaRDI QIDQ1939352FDOQ1939352

Authors: Brendan Pass 

Publication date: 4 March 2013

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: We formulate and study an optimal transportation problem with infinitely many marginals; this is a natural extension of the multi-marginal problem studied by Gangbo and Swiech (1998). We prove results on the existence, uniqueness and characterization of the optimizer, which are natural extensions of the results of Gangbo and Swiech. The proof relies on a relationship between this problem and the problem of finding barycenters in the Wasserstein space, a connection first observed for finitely many marginals by Agueh and Carlier (2011).

Full work available at URL: https://arxiv.org/abs/1206.5515

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zbMATH Keywords

stochastic processesoptimal transportationinfinitely many marginals

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Optimal stochastic control (93E20)

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