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A generalized dual maximizer for the Monge--Kantorovich transport problem by Beiglböck, Mathias; Léonard, Christian; Schachermayer, Walter is a scholarly article available to read on EtoBox.

What is A generalized dual maximizer for the Monge--Kantorovich transport problem about?

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.

Author

Beiglböck, Mathias; Léonard, Christian; Schachermayer, Walter

Published

2010

Language

EN