Xin Zhang, NYU
Event Date
2026-10-06
Event Time
03:30 pm ~ 04:30 pm
Event Location
Wachman 617
Weak optimal transport is a relaxation of classical optimal transport in which the cost depends nonlinearly on the coupling through its disintegration. This framework is motivated by applications in transport inequalities, entropic optimal transport, and martingale optimal transport.
In this talk, we propose a gradient flow approach to weak optimal transport in the adapted Wasserstein space. We formally derive the corresponding adapted Wasserstein derivative, project it onto the tangent space of couplings, leading to a McKean-Vlasov SDE that characterizes the flow. We establish well-posedness of this dynamic, and prove its convergence to the optimal coupling for the weak optimal transport problem. This talk is based on the joint work with Nathan Sauldubois.