Entropy-regularized optimal transport over networks with incomplete marginals information
arxiv(2024)
摘要
We study in this paper optimal mass transport over a strongly connected,
directed graph on a given discrete time interval. Differently from previous
literature, we do not assume full knowledge of the initial and final goods
distribution over the network nodes. In spite of the meager information, we
show that it is possible to characterize the most likely flow in two important
cases: The first one is when the initial and/or final distribution is only
known on proper subsets of the nodes. The second case is when only some moments
of the marginal distributions are known. As an important by-product, we
determine the most likely initial and final marginals on the whole state space.
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