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Entropic approximation of $\infty$-optimal transport problems (2302.11896v1)
Published 23 Feb 2023 in math.AP and math.OC
Abstract: We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects $\infty$-cyclically monotone plans at the limit. We also present some numerical illustrations performed with Sinkhorn's algorithm.
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