A large deviation approach to optimal transport - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2007

A large deviation approach to optimal transport

Résumé

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle with an optimal transport cost as its rate function. As a consequence, new approximation results for the optimal cost function and the optimal transport plans are derived. They follow from the Gamma-convergence of a sequence of normalized relative entropies toward the optimal transport cost. A wide class of cost functions including the standard power cost functions $|x-y|^p$ enter this framework.
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Dates et versions

hal-00177365 , version 1 (07-10-2007)

Identifiants

Citer

Christian Léonard. A large deviation approach to optimal transport. 2007. ⟨hal-00177365⟩
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