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Pré-Publication, Document De Travail Année : 2022

Grand-Canonical Optimal Transport

Résumé

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.

Dates et versions

hal-03536401 , version 1 (19-01-2022)

Identifiants

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Simone Di Marino, Mathieu Lewin, Luca Nenna. Grand-Canonical Optimal Transport. 2022. ⟨hal-03536401⟩
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