Over the past five years, multi-marginal optimal transport, a generalization
of the well known optimal transport problem of Monge and Kantorovich, has begun
to attract considerable attention, due in part to a wide variety of emerging
applications. Here, we survey this problem, addressing fundamental theoretical
questions including the uniqueness and structure of solutions. The (partial)
answers to these questions uncover a surprising divergence from the classical
two marginal setting, and reflect a delicate dependence on the cost function.
We go one to describe two applications of the multi-marginal problem.Comment: Typos corrected and minor changes to presentatio