Caractérisation d'une solution optimale au problème de Monge-Kantorovitch

DOI10.24033/bsmf.2355zbMath0940.60013OpenAlexW2480108524MaRDI QIDQ4700609

Taoufiq Abdellaoui, Henri Heinich

Publication date: 4 November 1999

Published in: Bulletin de la Société mathématique de France (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=BSMF_1999__127_3_429_0

zbMATH Keywords

subdifferentialMonge-Kantorovich problemcyclic monotonicityprobabilities with fixed marginals

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Linear programming (90C05) Probability theory on linear topological spaces (60B11)

Related Items (5)

The Monge problem in Banach spaces ⋮ On the structure of optimal transportation plans between discrete measures ⋮ On the Pythagorean Structure of the Optimal Transport for Separable Cost Functions ⋮ Optimal solution of a Monge-Kantorovitch transportation problem ⋮ Monge problem for \(n\) probabilities

Cites Work

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• Note on the optimal transportation of distributions
• Some asymptotic theory for the bootstrap
• A characterization for the solution of the Monge--Kantorovich mass transference problem
• Notes on the Wasserstein metric in Hilbert spaces
• A characterization of random variables with minimum \(L^ 2\)-distance
• The geometry of optimal transportation
• Existence and uniqueness of monotone measure-preserving maps
• Duality theorems for marginal problems
• On the differentiation of convex functions in finite and infinite dimensional spaces
• Mass transport problem and derivation
• Optimal solutions of multivariate coupling problems
• State Constraints in Convex Control Problems of Bolza

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