A smooth variational principle on Wasserstein space

Published 29 Sep 2022 in math.OC and math.PR | (2209.15028v2)

Abstract: In this note, we provide a smooth variational principle on Wasserstein space by constructing a smooth gauge-type function using the sliced Wasserstein distance. This function is a crucial tool for optimization problems and in viscosity theory of PDEs on Wasserstein space.

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