Cahiers du CEREMADE

Unité Mixte de Recherche du C.N.R.S. N°7534
 
Abstract : Among $R^3$-valued triples of random vectors $(X,Y,Z)$ having fixed marginal probability laws, what is the best way to jointly draw $(X,Y,Z)$ in such a way that the simplex generated by $(X,Y,Z)$ has maximal average volume? Motivated by this simple question, we study optimal transportation problems with several marginals when the objective function is the determinant or its absolute value.
 
 
Optimal transportation for the determinant
CARLIER Guillaume, NAZARET Bruno
2006-56
05-12-2006
 
Université de PARIS - DAUPHINE
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