On ergodic decompositions related to the Kantorovich problem (Q2628955): Difference between revisions
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scientific article
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| English | On ergodic decompositions related to the Kantorovich problem |
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On ergodic decompositions related to the Kantorovich problem (English)
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19 July 2016
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An ergodic decomposition is constructed in the setting of the Kantorovich problem in optimal transport with additional linear constraints. The technical result shown here behind this is a proof that the Kantorovich metric on the simplex of \(T\)-invariant Borel probability measures for a homeomorphism \(T:X\to X\) of a Polish space \(X\) can be reconstructed from its values on the set of extreme points.
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Kantorovich problem
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optimal transport
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ergodic decomposition
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Choquet theorem
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