Regularizing effects of the entropy functional in optimal transport and planning problems
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Publication:2104835
DOI10.1016/J.JFA.2022.109759zbMATH Open1506.35090arXiv2203.04856OpenAlexW4308359804MaRDI QIDQ2104835FDOQ2104835
Authors: Alessio Porretta 
Publication date: 8 December 2022
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Abstract: We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures . The effect of the additional entropy functional results into an elliptic regularization for the (so-called) Kantorovich potentials of the dual problem. Assuming the initial and terminal measures to be positive and smooth, we prove that the optimal curve remains smooth for all time. We focus on the case that the transport problem is set on a convex bounded domain in the -dimensional Euclidean space (with no-flux condition on the boundary), but we also mention the case of Gaussian-like measures in the whole space. The approach follows ideas introduced by P.-L. Lions in the theory of mean-field games cite{L-college}. The result provides with a smooth approximation of minimizers in optimization problems with penalizing congestion terms, which appear in mean-field control or mean-field planning problems. This allows us to exploit new estimates for this kind of problems by using displacement convexity properties in the Eulerian approach.
Full work available at URL: https://arxiv.org/abs/2203.04856
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Quasilinear elliptic equations (35J62) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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Cited In (6)
- Regularity and Long Time Behavior of One-Dimensional First-Order Mean Field Games and the Planning Problem
- Free boundary regularity and support propagation in mean field games and optimal transport
- Classical solutions to local first-order extended mean field games
- Matrix displacement convexity along density flows
- Optimal transportation plans with escort entropy regularization
- Efficient preconditioners for solving dynamical optimal transport via interior point methods
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