A SMOOTH VARIATIONAL PRINCIPLE ON WASSERSTEIN SPACE

Erhan Bayraktar; Ibrahim Ekren; Xin Zhang

doi:10.1090/proc/16466

A SMOOTH VARIATIONAL PRINCIPLE ON WASSERSTEIN SPACE

Erhan Bayraktar, Ibrahim Ekren, Xin Zhang

Finance and Risk Engineering

Research output: Contribution to journal › Article › peer-review

Abstract

In this note, we provide a smooth variational principle on Wasserstein space by constructing a smooth gauge-type function using the sliced Wasserstein distance. This function is a crucial tool for optimization problems and in viscosity theory of PDEs on Wasserstein space.

Original language	English (US)
Pages (from-to)	4089-4098
Number of pages	10
Journal	Proceedings of the American Mathematical Society
Volume	151
Issue number	9
DOIs	https://doi.org/10.1090/proc/16466
State	Published - Sep 1 2023

ASJC Scopus subject areas

General Mathematics
Applied Mathematics

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title = "A SMOOTH VARIATIONAL PRINCIPLE ON WASSERSTEIN SPACE",

abstract = "In this note, we provide a smooth variational principle on Wasserstein space by constructing a smooth gauge-type function using the sliced Wasserstein distance. This function is a crucial tool for optimization problems and in viscosity theory of PDEs on Wasserstein space.",

author = "Erhan Bayraktar and Ibrahim Ekren and Xin Zhang",

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year = "2023",

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doi = "10.1090/proc/16466",

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AB - In this note, we provide a smooth variational principle on Wasserstein space by constructing a smooth gauge-type function using the sliced Wasserstein distance. This function is a crucial tool for optimization problems and in viscosity theory of PDEs on Wasserstein space.

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JO - Proceedings of the American Mathematical Society

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A SMOOTH VARIATIONAL PRINCIPLE ON WASSERSTEIN SPACE

Abstract

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