Multi-marginal optimal transport: theory and applications
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Publication:3460396
uniqueness of solutionsMonge-Kantorovich problemdensity functional theorystructure of solutionsmulti-marginal optimal transporteconomic matchingstrictly correlated electrons
Linear programming (90C05) Variational problems in a geometric measure-theoretic setting (49Q20) Monge-Ampère equations (35J96) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Atomic physics (81V45) Matching models (91B68)
Abstract: Over the past five years, multi-marginal optimal transport, a generalization of the well known optimal transport problem of Monge and Kantorovich, has begun to attract considerable attention, due in part to a wide variety of emerging applications. Here, we survey this problem, addressing fundamental theoretical questions including the uniqueness and structure of solutions. The (partial) answers to these questions uncover a surprising divergence from the classical two marginal setting, and reflect a delicate dependence on the cost function. We go one to describe two applications of the multi-marginal problem.
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