Remarks on mass transportation minimizing expectation of a minimum of affine functions

zbMath1374.49038arXiv1512.02894MaRDI QIDQ5271624

Nikolay Lysenko, Alexander V. Kolesnikov

Publication date: 11 July 2017

Full work available at URL: https://arxiv.org/abs/1512.02894

zbMATH Keywords

Monge-Kantorovich problemconcave cost function

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Optimal stochastic control (93E20)

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An Explicit Solution for a Multimarginal Mass Transportation Problem

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