Abstract cyclical monotonicity and Monge solutions for the general Monge-Kantorovich problem (Q1301318)

Motivated by applications to the Monge-Kantorovich mass transfer problem, the author develops the theory of abstract cyclical monotonicity. Let \(L\) be a set of real-valued functions defined on a set \(X\), and \(F\) a multifunction from \(X\) to \(L\). Such \(F\) is called \(L\)-cyclically monotone if for every cycle \(x_1,\dots, x_m\), \(x_{m+1}= x_1\) in \(\text{dom }F\), \(\sum^m_{k=1} (l_k(x_k)- l_k(x_{k+ 1}))\geq 0\), whenever \(l_k\in F(x_k)\), \(k= 1,\dots, m\). Using the notions of \(L\)-convexity and \(L\)-subdifferentials, the author gives some characterizations of \(L\)-cyclically monotone multifunctions. These are abstract versions of Rockafellar's results on cyclically monotone operators from \(X\) to \(X^*\), where \(X\) is locally convex space. Next, he applies this theory to the following general Monge-Kantorovich problem: Minimize the functional \(\int_{X\times Y} c(x,y) d\mu\) over the set of all positive Borel measures \(\mu\) on \(X\times Y\) with given marginals \(\sigma_1\) and \(\sigma_2\), where \(X\) and \(Y\) are Polish spaces, and \(c\) is a continuous function on \(X\times Y\). The main result of the paper is a characterization theorem for optimal measures. The final part is devoted to the case when \(X\subset\mathbb{R}^n\) and \(\sigma_1\) is absolutely continuous with respect to the Lebesgue measure. The author proves some theorems on the existence and uniqueness of the optimal measure, and on its generating by a solution of the corresponding Monge problem: Minimize \(\int_X c(x,f(x)) d\sigma_1\) over the set of all measure preserving maps \(f: X\to Y\). Some of results presented in this paper were announced in [Existence and uniqueness of a measure preserving optimal mapping in general Monge-Kantorovich problem, Funct. Anal. Appl. 32, No. 3, 205-208 (1998); translation from Funkts. Anal. Prilozh. 32, No. 3, 79-82 (1998)].