[Sur l’équivalence du transport optimal faible statique et dynamique]
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.
Nous montrons qu’il existe une formulation EDP en termes d’équations de Fokker–Planck pour des problèmes de transport optimal faible. La principale nouveauté est que nous introduisons un problème de minimisation dont la contrainte est constituée des équations de Fokker–Planck pour les mesures générales et prouvons qu’il est égal au problème de transport optimal faible correspondant.
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Keywords: Fokker–Planck equation, weak transport problem, duality, Laplace operator, Green function, subharmonic function, viscosity solution, Hamilton–Jacobi–Bellman equation
Mots-clés : Équation de Fokker–Planck, transport optimal généralisé, dualité, opérateur de Laplace, fonction de Green, fonction sous-harmonique, solutions de viscosité, équation de Hamilton–Jacobi–Bellman
Bohdan Bulanyi  1
CC-BY 4.0
@article{CRMATH_2026__364_G1_205_0,
author = {Bohdan Bulanyi},
title = {On the equivalence of static and dynamic weak optimal transport},
journal = {Comptes Rendus. Math\'ematique},
pages = {205--236},
year = {2026},
publisher = {Acad\'emie des sciences, Paris},
volume = {364},
doi = {10.5802/crmath.814},
language = {en},
}
Bohdan Bulanyi. On the equivalence of static and dynamic weak optimal transport. Comptes Rendus. Mathématique, Volume 364 (2026), pp. 205-236. doi: 10.5802/crmath.814
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