On the equivalence of static and dynamic weak optimal transport

Autor:	Bulanyi, Bohdan
Rok vydání:	2023
Předmět:	Mathematics - Optimization and Control Mathematics - Analysis of PDEs Mathematics - Probability 49Q22 28A33 49J45 49N15 49Q20
Druh dokumentu:	Working Paper
Popis:	We show that there is a PDE formulation in terms of Fokker-Planck equations for weak optimal transport problems. The main novelty is that we introduce a minimization problem involving Fokker-Planck equations in the extended sense of measure-valued solutions and prove that it is equal to the associated weak transport problem. Comment: 28 pages. The motivation, topic of the paper and connections with literature have been amended. Improved main result
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2311.13872 Zobrazit plný text záznamu View this record from Arxiv