Optimal Transportation for Generalized Lagrangian

preprint2013arXivOpen access

Abstract

In this paper, we study the optimal transportation for generalized Lagrangian L=L(x,u,t)L=L(x, u,t), and consider the cost function as following: c(x,y)=inf⁡x(0)=xx(1)=yu∈U∫01L(x(s),u(x(s),s),s)ds.c(x, y)=\inf_{\substack{x(0)=x\\x(1)=y\\u\in\mathcal{U}}}\int_0^1L(x(s), u(x(s),s), s)ds. Where U\mathcal{U} is a control set, and xx satisfies the following ordinary equation: x˙(s)=f(x(s),u(x(s),s)).\dot{x}(s)=f(x(s),u(x(s),s)). We prove that under the condition that the initial measure μ0μ_0 is absolutely continuous w.r.t. the Lebesgue measure, the Monge problem has a solution, and the optimal transport map just walks along the characteristic curves of the corresponding Hamilton-Jacobi equation: \begin{equation*} \begin{cases} V_t(t, x)+\sup_{\substack{u\in\mathcal{U}}}<V_x(t, x), f(x, u(x(t), t),t)-L(x(t), u(x(t), t),t)>=0.\\ V(0,x)=ϕ_0(x) \end{cases} \end{equation*}

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