An optimal transport problem with storage fees

Abstract: We introduce and investigate properties of a variant of the semi-discrete optimal transport problem. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support of the target measure, and a "storage fee" function. The goal is then to find a map for which the total transport cost plus the storage fee evaluated on the masses of the pushforward of the source measure is minimized. We prove existence and uniqueness for the problem, derive a dual problem for which strong duality holds, and give a characterization of dual maximizers and primal minimizers. Additionally, we find some stability results for minimizers.