Optimality conditions and exact solutions of the two-dimensional Monge-Kantorovich problem (Q2567703)

Let \(X, Y\) be two Polish spaces, \(\sigma\) (resp. \(\tau)\) a positive Borel measure in \(X\) (resp. in \(Y)\) with \(\sigma(X) = \tau(Y),\) \(c : X \times Y \to {\mathbb R}\) a bounded continuous function (the cost function). The Monge-Kantorovich problem (1941) consists of minimizing the functional \[ \langle c, \mu \rangle = \int_{X \times Y} c(x, y) \mu(dx \,dy) \] (the cost of mass transfer) in the set of all positive Borel measures \(\mu\) in \(X \times Y\) having \(\sigma, \tau\) as marginals, which means \(\mu({\mathcal B} \times Y) = \sigma({\mathcal B})\) for every Borel set \(\mathcal B\) in \(X\) and \(\mu(X \times {\mathcal C}) = \tau({\mathcal C})\) for every Borel set \(\mathcal C\) in \(Y.\) This problem is a relaxation of the Monge problem (1781) where (in modern formulation) the functional to be minimized is \[ F(f) = \int_X c(x, f(x))\sigma(dx) \] over all measure preserving Borel maps \(f : (X, \sigma) \to (Y, \tau)\) (this means \(f(\sigma) = \tau,\) or, more precisely, \(\tau({\mathcal C}) = \sigma(f^{-1}({\mathcal C}))\) for every Borel set \(\mathcal C\) in \(Y).\) The author gives optimality conditions for both problems and explicit solutions to various two dimensional Monge and Monge-Kantorovich problems. Not much prior knowledge is assumed from the reader, numerous references are given and the emphasis is on explicit solutions, thus this paper is a good introduction to Monge and Monge-Kantorovich problems. For a paper with somewhat related aims but different contents see \textit{A. Caffarelli} [Lect. Notes Math. 1813, 1--10 (2003; Zbl 1065.49027)].