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Projected McKean--Vlasov Dynamics for Entropic Weak Optimal Transport

Sauldubois, Nathan et al.
arXiv (All) · Papers
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optimization-and-controlprobability
Unlike classical optimal transport, weak transport costs depend nonlinearly on the conditional law of couplings. This feature is essential in problems involving barycenter, conditional moments, and martingale-type constraints. Meanwhile, such conditional dependence makes ordinary Wasserstein geometr
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