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math.OC2025
Knothe-Rosenblatt maps via soft-constrained optimal transport
Ricardo Baptista, Franca Hoffmann, Minh Van Hoang Nguyen +1
In the theory of optimal transport, the Knothe-Rosenblatt (KR) rearrangement provides an explicit construction to map between two probability measures by building one-dimensional t…
math.OC2025
Convex Constrained Controller Synthesis for Evolution Equations
Lauren Conger, Antoine P. Leeman, Franca Hoffmann
We propose a convex controller synthesis framework for a large class of constrained linear systems, including those described by (deterministic and stochastic) partial differential…
math.OC2025
Computing Optimal Transport Plans via Min-Max Gradient Flows
Lauren Conger, Franca Hoffmann, Ricardo Baptista +1
We pose the Kantorovich optimal transport problem as a min-max problem with a Nash equilibrium that can be obtained dynamically via a two-player game, providing a framework for app…