A generalized dual maximizer for the Monge--Kantorovich transport problem

Details A generalized dual maximizer for the Monge--Kantorovich transport problem A generalized dual maximizer for the Monge--Kantorovich transport problem

2010-09-06

arxiv.org/abs/1009.1118v1

Mathematics

Optimization and Control

Scientific paper

The dual attainment of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:\XY \to [0,\infty]$ is assumed to be Borel measurable. We show that a dual optimizer always exists, provided we interpret it as a projective limit of certain finitely additive measures. Our methods are functional analytic and rely on Fenchel's perturbation technique.

Affiliated with

Also associated with

No associations

Rating

A generalized dual maximizer for the Monge--Kantorovich transport problem does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A generalized dual maximizer for the Monge--Kantorovich transport problem, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A generalized dual maximizer for the Monge--Kantorovich transport problem will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-299121