Optimal transport and the geometry of $L^{1}(\mathbb {R}^d)$

DOI10.1090/S0002-9939-2014-12094-6zbMath1314.46019MaRDI QIDQ3190341

Walter Schachermayer, Ivar Ekeland

Publication date: 16 September 2014

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

random variablesweakly compact setstrongly exposing functionals

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Numerical optimization and variational techniques (65K10) Geometry and structure of normed linear spaces (46B20) Classical Banach spaces in the general theory (46B25)

Related Items (1)

Dilatation monotonicity and convex order

Cites Work

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• A characterization of random variables with minimum \(L^ 2\)-distance
• Duality theorems for marginal problems
• Law invariant risk measures have the Fatou property
• Polar factorization and monotone rearrangement of vector‐valued functions
• The Existence of Probability Measures with Given Marginals
• Optimal Transport

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