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This is a Quantitative Study study.

October 10, 2025Open Access

Non-conservative optimal transport

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This framework reveals optimal transport plans in portfolio management, suggesting new dynamics in mass transfer.

The study establishes the existence of optimal transport plans under specific mass-change conditions, and explores their implications.
Strong duality is shown to hold in the context of the formulated mass-change optimal transport problem.
The analysis includes both perturbative mass-change and quadratic mass-loss, expanding the traditional understanding of transport.
An analogue of the Benamou-Brenier dynamic formulation is derived specifically for the case of ℓp costs.

Kováčová et al. (2025) studied this question.

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