Dynamic and stochastic propagation of the Brenier optimal mass transport
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Bibliographic record
Abstract
Similar to how Hopf–Lax–Oleinik-type formula yield variational solutions for Hamilton–Jacobi equations on Euclidean space, optimal mass transportations can sometimes provide variational formulations for solutions of certain mean-field games. We investigate here the particular case of transports that maximize and minimize the following ‘ballistic’ cost functional on phase space TM , which propagates Brenier’s transport along a Lagrangian L , $$b_T(v, x):=\inf\left\{\langle v, \gamma (0)\rangle +\int_0^TL(t, \gamma (t), {\dot \gamma}(t))\, dt; \gamma \in C^1([0, T], M); \gamma(T)=x\right\}\!,$$ where $M = \mathbb{R}^d$ , and T > 0. We also consider the stochastic counterpart: \begin{align*} \underline{B}_T^s(\mu,\nu):=\inf\left\{\mathbb{E}\left[\langle V,X_0\rangle +\int_0^T L(t, X,\beta(t,X))\,dt\right]\!; X\in \mathcal{A}, V\sim\mu,X_T\sim \nu\right\}\!, \end{align*} where $\mathcal{A}$ is the set of stochastic processes satisfying dX = β X ( t , X ) dt + dW t , for some drift β X ( t , X ), and where W t is σ ( X s : 0 ≤ s ≤ t )-Brownian motion. Both cases lead to Lax–Oleinik-type formulas on Wasserstein space that relate optimal ballistic transports to those associated with dynamic fixed-end transports studied by Bernard–Buffoni and Fathi–Figalli in the deterministic case, and by Mikami–Thieullen in the stochastic setting. While inf-convolution easily covers cost minimizing transports, this is not the case for total cost maximizing transports, which actually are sup-inf problems. However, in the case where the Lagrangian L is jointly convex on phase space, Bolza-type dualities – well known in the deterministic case but novel in the stochastic case – transform sup-inf problems to sup–sup settings. We also write Eulerian formulations and point to links with the theory of mean-field games.
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Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
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Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
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