Grand-Canonical Optimal Transport

Published 18 Jan 2022 in math.OC, cond-mat.stat-mech, math-ph, and math.MP | (2201.06859v4)

Abstract: We study a generalization of the multi-marginal optimal transport problem, which has no fixed number of marginals $N$ and is inspired of statistical mechanics. It consists in optimizing a linear combination of the costs for all the possible $N$'s, while fixing a certain linear combination of the corresponding marginals.

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