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Pré-Publication, Document De Travail Année : 2009

Introduction to Optimal Transport Theory

Résumé

These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures endowed with the distances $W_p$ induced by optimal transport are detailed. The key tools to put in relation optimal transport and PDEs are provided.
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Dates et versions

hal-00519456 , version 1 (20-09-2010)

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Filippo Santambrogio. Introduction to Optimal Transport Theory. 2009. ⟨hal-00519456⟩
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