Quantile optimization in semidiscrete optimal transport
半离散最优输运中的分位数优化
Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study a variant in which the goal is to minimize a quantile of the cost, rather than the mean. For the semidiscrete setting, where one distribution is continuous and the other is discrete, we derive a complete characterization of the optimal…