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Bibliographic Details
Main Authors: Di Marino, Simone, Lewin, Mathieu, Nenna, Luca
Format: Preprint
Published: 2022
Subjects:
Online Access:https://arxiv.org/abs/2201.06859
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Table of Contents:
  • We study a generalization of the multi-marginal optimal transport problem, which has no fixed number of marginals $N$ and is inspired of statistical mechanics. It consists in optimizing a linear combination of the costs for all the possible $N$'s, while fixing a certain linear combination of the corresponding marginals.