Randomized transport plans via hierarchical fully probabilistic design
File(s)
Author(s)
Boufelja Y., Sarah
Quinn, Anthony
Shorten, Robert
Type
Journal Article
Abstract
An optimal randomized strategy for design of balanced, normalized mass transport plans is developed. It replaces—but specializes to—the deterministic, regularized optimal transport (OT) strategy, which yields only a certainty-equivalent plan. The incompletely specified—and therefore uncertain—transport plan is acknowledged to be a random process. Therefore, hierarchical fully probabilistic design (HFPD) is adopted, yielding an optimal hyperprior supported on the set of possible transport plans, and consistent with prior mean constraints on the marginals of the uncertain plan. This Bayesian resetting of the design problem for transport plans—which we call HFPD-OT—confers new opportunities. These include (i) a strategy for the generation of a random sample of joint transport plans; (ii) randomized marginal contracts for individual source-target pairs; and (iii) consistent measures of uncertainty in the plan and its contracts. An application in fair market matching is outlined, in which HFPD-OT enables the recruitment of a more diverse subset of contracts—than is possible in classical OT—into the delivery of an expected plan.
Date Issued
2025-11-01
Date Acceptance
2025-05-26
Citation
Information Sciences, 2025, 718
ISSN
0020-0255
Publisher
Elsevier
Start Page
122365
End Page
122365
Journal / Book Title
Information Sciences
Volume
718
Copyright Statement
© 2025 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
License URL
Publication Status
Published
Article Number
122365
Date Publish Online
2025-05-30