A minimax Bilinear Transport Problem and Nash-Monge-Kantorovich Maps

Abstract

We study a min-max bilinear transport problem arising from a two-player zero-sum game with quadratic kinetic and interaction costs. Starting from a dynamic path space formulation, we establish existence of minimax and maximin plans and prove a minimax theorem. We show that the equilibrium induces a finite-dimensional stationary problem via an endpoint cost on transport plans, which is well defined below a critical interaction strength and yields a Nash equilibrium over couplings. In the quadratic interaction case, we derive an explicit endpoint cost and a dual formulation. The resulting Nash-Monge-Kantorovich (NMK) plans admit Monge solutions, recovering classical structures in optimal transport, with optimal maps given by gradients of convex or concave functions when they exist. Our analysis highlights duality and cyclical (anti-)monotonicity for nonstandard costs and links the equilibrium maps to coupled nonlinear PDEs, bridging optimal transport, zero-sum games, and Monge-Ampere-type equations.