The Entropic Regularization of the Monge Problem on the Real Line

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Publication:4570975

DOI10.1137/17M1123523zbMATH Open1395.49018arXiv1703.10457MaRDI QIDQ4570975FDOQ4570975


Authors: Simone Di Marino, Jean Louet Edit this on Wikidata


Publication date: 5 July 2018

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: We study the entropic regularization of the optimal transport problem in dimension 1 when the cost function is the distance c(x, y) = |y -- x|. The selected plan at the limit is, among those which are optimal for the non-penalized problem, the most 'diffuse' one on the zones where it may have a density.


Full work available at URL: https://arxiv.org/abs/1703.10457




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