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Semi-discrete optimal transport

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  • Gershon Wolansky

Abstract

In the current book I suggest an off-road path to the subject of optimal transport. I tried to avoid prior knowledge of analysis, PDE theory and functional analysis, as much as possible. Thus I concentrate on discrete and semi-discrete cases, and always assume compactness for the underlying spaces. However, some fundamental knowledge of measure theory and convexity is unavoidable. In order to make it as self-contained as possible I included an appendix with some basic definitions and results. I believe that any graduate student in mathematics, as well as advanced undergraduate students, can read and understand this book. Some chapters (in particular in Parts II\&III ) can also be interesting for experts. Starting with the the most fundamental, fully discrete problem I attempted to place optimal transport as a particular case of the celebrated stable marriage problem. From there we proceed to the partition problem, which can be formulated as a transport from a continuous space to a discrete one. Applications to information theory and game theory (cooperative and non-cooperative) are introduced as well. Finally, the general case of transport between two compact measure spaces is introduced as a coupling between two semi-discrete transports.

Suggested Citation

  • Gershon Wolansky, 2019. "Semi-discrete optimal transport," Papers 1911.04348, arXiv.org, revised Sep 2020.
  • Handle: RePEc:arx:papers:1911.04348
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    References listed on IDEAS

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    1. Gershon Wolansky, 2015. "On Semi-discrete Monge–Kantorovich and Generalized Partitions," Journal of Optimization Theory and Applications, Springer, vol. 165(2), pages 359-384, May.
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