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2 votes
1 answer
141 views

(Sub)Optimality of random transport

Problem Setup: Consider the intervals $I_R = [a_R, b_R]$ and $I_B = [a_B,b_B]$. Let $F_R$ and $F_B$ denote the CDF of distributions with support on the intervals $I_R$ and $I_B$. I draw $k$ red and ...
yfful's user avatar
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1 vote
0 answers
170 views

Optimal transport-like problem where the objective depends on conditional probability distribution

$\DeclareMathOperator\marg{marg}$I would like to know if the following problem can be studied as an optimal transport problem, possibly imposing additional assumptions on the data. Consider two sets $\...
Francesco Bilotta's user avatar
0 votes
0 answers
39 views

Comonotone solution for Optimal Transport problems with supermodular surplus

In Alfred Galichon's book Optimal Transport Methods in Economics the foollowing result is stated for OT problems on the real line. Theorem 4.3.(i) Assume that $\Phi$ is supermodular. Then the primal ...
Francesco Bilotta's user avatar