Weak Optimal Entropy Transport Problems
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2021
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| _version_ | 1866916686642282496 |
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| author | Chung, Nhan-Phu Trinh, Thanh-Son |
| author_facet | Chung, Nhan-Phu Trinh, Thanh-Son |
| contents | In this paper, we introduce weak optimal entropy transport problems that cover both optimal entropy transport problems and weak optimal transport problems introduced by Liero, Mielke, and Savaré [27]; and Gozlan, Roberto, Samson and Tetali [20], respectively. Under some mild assumptions of entropy functionals, we establish a Kantorovich type duality for our weak optimal entropy transport problem. We also introduce martingale optimal entropy transport problems, and express them in terms of duality, homogeneous marginal perspective functionals and homogeneous constraints. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2101_04986 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Weak Optimal Entropy Transport Problems Chung, Nhan-Phu Trinh, Thanh-Son Functional Analysis Optimization and Control In this paper, we introduce weak optimal entropy transport problems that cover both optimal entropy transport problems and weak optimal transport problems introduced by Liero, Mielke, and Savaré [27]; and Gozlan, Roberto, Samson and Tetali [20], respectively. Under some mild assumptions of entropy functionals, we establish a Kantorovich type duality for our weak optimal entropy transport problem. We also introduce martingale optimal entropy transport problems, and express them in terms of duality, homogeneous marginal perspective functionals and homogeneous constraints. |
| title | Weak Optimal Entropy Transport Problems |
| topic | Functional Analysis Optimization and Control |
| url | https://arxiv.org/abs/2101.04986 |