Abstract: We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem proving existence and uniqueness of an optimal transport map. In the controllable case, we show that the optimal transport map has to be the gradient of a convex function up to a linear change of coordinates. We give regularity results and also investigate the non-controllable case.
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Cited in
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- The optimal mass transport problem for relativistic costs
- Analysis of the mean squared derivative cost function
- On the inverse implication of Brenier-McCann theorems and the structure of \((\mathcal P_{2}(M),W_{2})\)
- Graph-structured tensor optimization for nonlinear density control and mean field games
- Constructing optimal maps for Monge's transport problem as a limit of strictly convex costs
- Optimal transportation for generalized Lagrangian
- Dynamic and stochastic propagation of the Brenier optimal mass transport
- Optimal transport over nonlinear systems via infinitesimal generators on graphs
- Dynamical optimal transport of nonlinear control-affine systems
- Optimal transport with discrete long-range mean-field interactions
- Theory of optimal transport for Lorentzian cost functions
- Dynamic programming in probability spaces via optimal transport
- Optimal controlled transports with free end times subject to import/export tariffs
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