Entropic Approximation of $$\infty $$-Optimal Transport Problems
Camilla Brizzi,
Guillaume Carlier,
Luigi De Pascale
Abstract:We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $$\Gamma $$
Γ
-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects $$\infty $$
∞
-cyclically monotone plans at the limit. We also present some numerical illustrations performed with Sinkhorn’s algorithm.
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