Mathematics – Optimization and Control
Scientific paper
2007-11-08
Mathematics
Optimization and Control
to appear in Proceedings of the AMS
Scientific paper
We prove that $c$-cyclically monotone transport plans $\pi$ optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability condition is always satisfied for finitely valued, lower semi-continuous cost functions. In particular, this yields a positive answer to Problem 2.25 in C. Villani's book. We emphasize that we do not need any regularity conditions as were imposed in the previous literature.
Schachermayer Walter
Teichmann Josef
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