A simple proof of duality theorem for Monge-Kantorovich problem (Q2494618)
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| Language | Label | Description | Also known as |
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| English | A simple proof of duality theorem for Monge-Kantorovich problem |
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A simple proof of duality theorem for Monge-Kantorovich problem (English)
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14 July 2006
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This short note presents a very simple proof of the duality theorem for the Monge-Kantorovich problem in finite dimensions. The proof relies on the Legendre duality of a lower semicontinuous convex function of Borel probability measures and on an well known selection lemma.
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duality
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Monge-Kantorovich problem
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selection lemma
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