{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/equilibrium-transport-with-time-inconsistent","title":"Equilibrium transport with time-inconsistent costs","arxiv_id":"2302.01498","date":"2023-02-03","proceeding":null,"authors":["Erhan Bayraktar","Bingyan Han"],"abstract":"Given two probability measures on sequential data, we investigate the transport problem with time-inconsistent preferences in a discrete-time setting. Motivating examples are nonlinear objectives, state-dependent costs, and regularized optimal transport with general $f$-divergence. Under the bicausal constraint, we introduce the concept of equilibrium transport. Existence is proved in the semi-discrete Markovian case and the continuous non-Markovian case with strict quasiconvexity, while uniqueness also holds in the second case. We apply our framework to study mean-variance dynamic matching, nonlinear or state-dependent objectives with Gaussian data, and mismatches in job markets. Numerical results indicate a positive relationship between mismatches and state dependence.","url_abs":"https://arxiv.org/abs/2302.01498v6","url_pdf":"https://arxiv.org/pdf/2302.01498v6.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"equilibrium-transport-with-time-inconsistent","repo_url":"https://github.com/hanbingyan/equitrans","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}