Probability seminar series
Zhenyuan
Zhang Room: M3 3127 |
Simultaneous Optimal Transport
We propose a general framework of mass transport between vector-valued measures, which will be called simultaneous transport. The new framework is motivated by the need to transport resources of different types simultaneously, i.e., in single trips, from specified origins to destinations. The mathematical structure of simultaneous transport is very different from the classic setting of optimal transport, leading to many new challenges.
In this talk we illustrate the setting of simultaneous transport with a few examples, discuss the essential properties, and reveal the mathematical structure behind simultaneous transport with a representation theorem based on "backward submartingale transport". This is based on joint work with Ruodu Wang (University of Waterloo).