Guillaume Carlier
Pareto efficiency for the concave order and multivariate comonotonicity.
Thu, 12/03/2009 - 16:01 — SomNambulAuthors: Guillaume Carlier, Rose-Anne Dana, Alfred Galichon
Subjects: Optimization and Control
AbstractIn this paper, we focus on efficient risk-sharing rules for the concave
dominance order. For a univariate risk, it follows from a comonotone dominance
principle, due to Landsberger and Meilijson [25], that efficiency is
characterized by a comonotonicity condition. The goal of this paper is to
generalize the comonotone dominance principle as well as the equivalence
between efficiency and comonotonicity to the multi-dimensional case.A strategy for non-strictly convex transport costs and the example of ||x-y||p in R2.
Wed, 09/16/2009 - 13:15 — SomNambulAuthors: Filippo Santambrogio, Guillaume Carlier, Luigi De Pascale
Subjects: Classical Analysis and ODEs
AbstractThis paper deals with the existence of optimal transport maps for some
optimal transport problems with a convex but non strictly convex cost. We give
a decomposition strategy to address this issue. As part of our strategy, we
have to treat some transport problems, of independent interest, with a convex
constraint on the displacement.A strategy for non-strictly convex transport costs and the example of ||x-y||p in R2.
Wed, 09/16/2009 - 13:15 — SomNambulAuthors: Filippo Santambrogio, Guillaume Carlier, Luigi De Pascale
Subjects: Classical Analysis and ODEs
AbstractThis paper deals with the existence of optimal transport maps for some
optimal transport problems with a convex but non strictly convex cost. We give
a decomposition strategy to address this issue. As part of our strategy, we
have to treat some transport problems, of independent interest, with a convex
constraint on the displacement.
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