Kantorovich Dual Problem (for general costs)

Introduction

The main advantage of Kantorovich Problem, in comparison to Monge problem, is in the convex constraint property. It is possible to formulate the dual problem.

Statement of Theorem

(Kantorovich Duality) Let X and Y be Polish spaces...

Proof of Theorem

References

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↑ C. Villani, Topics in Optimal Transportation, Chapter 1.
↑ https://link-springer-com.proxy.library.ucsb.edu:9443/book/10.1007/978-3-319-20828-2 F. Santambrogio, Optimal Transport for Applied Mathematicians, Chapter 1.]

[Villani-1] C. Villani, Topics in Optimal Transportation, Chapter 1.

[Santambrogio-2] ttps://link-springer-com.proxy.library.ucsb.edu:9443/book/10.1007/978-3-319-20828-2 F. Santambrogio, Optimal Transport for Applied Mathematicians, Chapter 1.]

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Kantorovich Dual Problem (for general costs)

Contents

Introduction

Statement of Theorem

Proof of Theorem

References

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Kantorovich Dual Problem (for general costs)

Introduction

Statement of Theorem

Proof of Theorem

References

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