Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:	王若度教授，加拿大滑铁卢大学
Inviter:
Title:	Simultaneous Optimal Transport
Language:	Chinese
Time & Venue:	2023.03.28 09:00-10:30 腾讯会议: 731-288-405
Abstract:	We propose a general framework of mass transport between vector-valued measures, which will be called simultaneous mass transport. The new framework is motivated by the need to transport resources of different types simultaneously, i.e., in single trips, from specified origins to destinations. In terms of matching, one needs to couple two groups, e.g., buyers and sellers, by meeting supplies and demands of different goods at the same time. The mathematical structure of simultaneous transport is quite different from the classic setting of optimal transport, leading to many new challenges. The Monge and Kantorovich formulations are contrasted and connected. Existence, uniqueness, and duality theorems are established, and a notion of Wasserstein distance in this setting is introduced. We illustrate the theory with a few applications in economics and finance. This talk is based on joint work with Zhenyuan Zhang.