Note on the optimal transportation of distributions (Q1071292)
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English | Note on the optimal transportation of distributions |
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Note on the optimal transportation of distributions (English)
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1987
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We extend our work on the optimal mapping of distributions in three directions: (a) we consider any set-valued mapping, not just diffeomorphisms; (b) we distinguish between weak and strong optimality, and identify strong optimality with cyclic monotonicity and (c) we prove that, under some restrictions, a weakly optimal mapping has the subgradient property.
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optimal mapping of distributions
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weak and strong optimality
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cyclic monotonicity
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subgradient
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