Optimal Transport

Description:

In this short course on Optimal Transport (OT) we introduce some basics of the theory: primal problem (known also as the Monge-Kantorovich problem), the dual and the cases in which we can characterise the solutions. We then show how OT problem can be numerically solved by means of the entropic regularisation. Finally we focus on some applications (depending on the time) in Quantum Mechanics, Statistics, Fluid Mechanics and Economy.

Lectures:

Stage, Ph.D. and beyond

If you are interested in a stage (M1, M2, etc) or in Ph.D. on Optimal Transport, feel free to send me an email luca.nenna@universite-paris-saclay.fr !