Mass transportation with LQ cost functions

DOI10.1007/S10440-010-9595-1zbMATH Open1207.49040arXiv1105.4037OpenAlexW2089356041MaRDI QIDQ625518FDOQ625518

Authors: Ahmed Hindawi, Jean-Baptiste Pomet, Ludovic Rifford 

Publication date: 17 February 2011

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1105.4037

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zbMATH Keywords

optimal transportcontrol theorylinear quadratic

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Regularity of solutions in optimal control (49N60) Linear-quadratic optimal control problems (49N10) Existence theories for problems in abstract spaces (49J27)

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Cited In (14)

• On how to allocate the fixed cost of transport systems
• The optimal mass transport problem for relativistic costs
• Analysis of the mean squared derivative cost function
• Graph-structured tensor optimization for nonlinear density control and mean field games
• On the inverse implication of Brenier-McCann theorems and the structure of \((\mathcal P_{2}(M),W_{2})\)
• 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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