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Dynamic characterization of barycentric optimal transport problems and their martingale relaxation

arXiv 2511.21287 ↗First posted 26 Nov 2025math.PR math.OC q-fin.MFcited by 1

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Abstract (arXiv)

We extend the Benamou-Brenier formula from classical optimal transport to weak optimal transport and show that the barycentric optimal transport problem studied by Gozlan and Juillet has a dynamic analogue. We also investigate a martingale relaxation of this problem, and relate it to the martingale Benamou-Brenier formula of Backhoff-Veraguas, Beiglb"ock, Huesmann and K"allblad.

Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 26 Nov 2025.

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