Work

Weak Optimal Entropy Transport Problems

Year: 2021

Type: preprint

Abstract: 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.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2101.04986

Authors: Chung, Nhan-Phu, Trinh, Thanh-Son

Institutions: University of Economics Ho Chi Minh City, Industrial University of Ho Chi Minh City

Language: English

Topic: Geometric Analysis and Curvature Flows

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Research Foundation, National Research Foundation of Korea, Ministry of Science and ICT, South Korea

Awards: G2153406473, G249877034, G3014809879, G4626718433, G4895664602

OpenAlex ID: W4297782390

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