Optimal solution of a Monge-Kantorovitch transportation problem (Q1298643)

It is well-known that, for any pair \((P,Q)\) of probability measures on a separable Banach space \(({\mathbf E},\|\cdot\|)\), under certain regularity conditions there exists a function \(f:{\mathbf E}\mapsto{\mathbf E}\) such that \(f(X)\) has the distribution \(Q\) and the pair \((X,f(X))\) is an optimal coupling for the so-called Monge-Kantorovich problem. An approximation of the function \(f\) is given when the distribution \(Q\) is discrete. An extention of this result to a general distribution \(Q\) is also considered.