Optimal transport with branching distance costs and the obstacle problem

We address the Monge problem in metric spaces with a geodesic distance: (X, d) is a Polish space and d N is a geodesic Borel distance which makes (X, d N) a possibly branching geodesic space. We show that under some assumptions on the transference plan we can reduce the transport problem to transport problems along a family of geodesics. We introduce three assumptions on a given dN-monotone transference plan p which imply, respectively, strong consistency of disintegration, continuity of the conditional probabilities of the first marginal, and a regularity property for the geometry of chain of transport rays. We show that this regularity is sufficient for the construction of a transport map with the same transport cost of p. We apply these results to the Monge problem in R d with smooth, convex, and compact obstacle obtaining the existence of an optimal map, provided the first marginal is absolutely continuous with respect to the d-dimensional Lebesgue measure. © 2012 Society for Industrial and Applied Mathematics.