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On the equivalence of static and dynamic weak optimal transport

Published 23 Nov 2023 in math.OC, math.AP, and math.PR | (2311.13872v2)

Abstract: We show that there is a PDE formulation in terms of Fokker-Planck equations for weak optimal transport problems. The main novelty is that we introduce a minimization problem involving Fokker-Planck equations in the extended sense of measure-valued solutions and prove that it is equal to the associated weak transport problem.

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