Introduction to Optimal Transport Theory

zbMATH Open1334.49147arXiv1009.3856MaRDI QIDQ3464629FDOQ3464629

Publication date: 27 January 2016

Abstract: These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures endowed with the distances

W_{p}

induced by optimal transport are detailed. The key tools to put in relation optimal transport and PDEs are provided.

Full work available at URL: https://arxiv.org/abs/1009.3856

zbMATH Keywords

linear programming optimal transport regularity duality transport equation Monge-Kantorovich problem Wasserstein distances Kantorovich potential Monge-Ampère equation

Mathematics Subject Classification ID

Linear programming (90C05) Optimality conditions and duality in mathematical programming (90C46) Variational problems in a geometric measure-theoretic setting (49Q20) Regularity of solutions in optimal control (49N60) Monge-Ampère equations (35J96) Duality theory (optimization) (49N15)

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