Characterisation of optim
Characterisation of optimal solutions to second-order Beckmann problem through bimartingale couplings and leaf decompositions
Characterisation of optimal solutions to second-order Beckmann problem through bimartingale couplings and leaf decompositions
arXiv:2502.05683v2 Announce Type: replace
Abstract: We completely characterise the optimal solutions for the three-marginal optimal transport problem – introduced in [K. Bolbotowski, G. Bouchitt’e, Kantorovich-Rubinstein duality theory for the Hessian, 2024, preprint], and whose relaxation is the s…
