Optimal Ballistic Transport and Hopf-Lax Formulae on Wasserstein Space

arXiv1705.05951MaRDI QIDQ6286764FDOQ6286764

Authors: Nassif Ghoussoub 

Publication date: 16 May 2017

Abstract: We investigate the optimal mass transport problem associated to the following "ballistic" cost functional on phase space $Mimes{M}^{\ast }$, ${\displaystyle }$ b_T(v, x):=inf{langle v, gamma (0) angle +int_0^TL(gamma (t), {dot gamma}(t)), dt, gamma in C^1([0, T), M), gamma(T)=x}, ${\displaystyle }$ where $M=mathbb{R}^d$, $T>0$, and $L:MimesMomathbbR$ is a Lagrangian that is jointly convex in both variables. Under suitable conditions on the initial and final probability measures, we use convex duality `a la Bolza and Monge-Kantorovich theory to lift classical Hopf-Lax formulae from state space to Wasserstein space. This allows us to relate optimal transport maps for the ballistic cost to those associated with the fixed-end cost defined on $MimesM$ by ${\displaystyle }$ c_T(x,y):=inf{int_0^TL(gamma(t), {dot gamma}(t)), dt, gammain C^1([0, T), M), gamma(0)=x, gamma(T)=y}. ${\displaystyle }$ We also point to links with the theory of mean field games.

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