In optimal transport, Brenier's theorem is a theorem about the optimal solution to a transportation problem on Euclidean space. It states that the optimal transportation plan of an absolutely continuous probability measure is the gradient of a convex function.
In optimal transport, Brenier's theorem is a theorem about the optimal solution to a transportation problem on Euclidean space. It states that the optimal transportation plan of an absolutely continuous probability measure is the gradient of a convex function.
Source: Wikipedia "Brenier's theorem" · CC BY-SA 4.0
Share this article: X · Bluesky