Duality theorems in ergodic transport (Q1938806)
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Duality theorems in ergodic transport (English)
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25 February 2013
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Several problems of optimal transport theory are analysed in the setting of ergodic theory. In a certain class of problems, the authors consider questions in ergodic transport theory which are generalizations of the ones in ergodic optimization. The paper starts with the Kantorovich duality theorem. Next, it is shown, that there are conceptual differences in analogous results of classical and ergodic transport theory. It is explained, that the ergodic transport problem cannot be derived in an easy way from ergodic optimization properties. Another class of problems considered is the following one: Suppose \(\sigma \) is the shift acting on Bernoulli space \(X=\{1,2,\dotsc ,d\}^{N}\), and, consider a fixed continuous cost function \(c:X\times X\rightarrow \mathbb R\). Denote by \(\varPi \) the set of all Borel probabilities \(\pi \) on \(X\times X\), such that, both its \(x\) and \(y\) marginals are \(\sigma \)-invariant probabilities. The authors are interested in the optimal plan \(\pi \) which minimizes \(\int c \, d \pi \) among the probabilities in \(\varPi \). They also analyze uniqueness of the optimal plan under generic assumptions on \(c\), investigate the existence of a dual pair of Lipschitz functions which realizes the present dual Kantorovich problem under the assumption that the cost is Lipschitz continuous. For continuous costs \(c\), the corresponding results in classical transport theory and in ergodic transport theory can be, eventually, different. They also consider the problem of approximating the optimal plan \(\pi \) by convex combinations of plans such that the support projects in periodic orbits. Thus the authors study cases of one fixed probability and another variable invariant one, and cases of two variable probabilities.
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transport theory
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ergodic theory
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optimal plan
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invariant probability
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Kantorovich duality
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admissible pairs
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periodic orbits
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holonomic probabilities
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