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Grand-Canonical Optimal Transport
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Grand-Canonical Optimal Transport
classification
math.OC
cond-mat.stat-mechmath-phmath.MP
keywords
combinationlinearmarginalsoptimaltransportcertainconsistscorresponding
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We study a generalization of the multi-marginal optimal transport problem, which has no fixed number of marginals $N$ and is inspired of statistical mechanics. It consists in optimizing a linear combination of the costs for all the possible $N$'s, while fixing a certain linear combination of the corresponding marginals.
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