Seminario: Hugo Lavenant

Dynamical Optimal Transport: discretization and convergence

Martedì 16 Luglio, alle ore 11:15 in Aula 3014 (3° Piano) - Edificio U5, Hugo Lavenant (Università Bocconi) terrà il seguente seminario

Titolo: Dynamical Optimal Transport: discretization and convergence

Abstract: I will present the dynamical formulation of optimal transport (a.k.a Benamou-Brenier formulation): it consists inwriting the optimal transport problem as the minimization of a convex functional under a PDE constraint, and can handle a priori a vast class of cost functions and geometries. It is one of the oldest numerical methods to solve the problem, and it is also the basis for a lot of extensions and generalizations of the optimal transport problem.

Profilo Relatore: Hugo Lavenant is an Assistant Professor in the department of Decision Sciences at Bocconi University. He completed his PhD in mathematics in 2019 under the supervision of Filippo Santambrogio at Université Paris-Sud, in Orsay. After his Phd he was a postdoctoral fellow of the Pacific Institute of Mathematical Sciences at the University of British Columbia, in Canada under the guidance of Young-Heon Kim, Brendan Pass, Geoffrey Schiebinger and Dave Schneider. His research interests lie in optimal transport and the geometry of the Wasserstein space, convex analysis, optimization, and Bayesian statistics.

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