Teemu Pennanen, King’s College London, Convex duality in nonlinear optimal transport
Teemu Pennanen, King’s College London, Convex duality in nonlinear optimal transport
We study problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of alarge class of related problems in probability theory and allows for generalizations of the classical problem formulations. General results on convex duality yield dual problems and optimality conditions for these problems.…