Optimal and better transport plans

DOI10.1016/j.jfa.2009.01.013zbMath1157.49019arXiv0802.0646OpenAlexW2128675698MaRDI QIDQ1011424

Mathias Beiglböck, Walter Schachermayer, Gabriel Maresch, Martin Goldstern

Publication date: 8 April 2009

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.0646

zbMATH Keywords

Monge-Kantorovich problem\(c\)-cyclically monotonemeasurable cost functionstrongly \(c\)-monotone

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Measures and integrals in product spaces (28A35)

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• On Hoeffding-Fréchet bounds and cyclic monotone relations
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• On \(c\)-optimal random variables
• On the sufficiency of \(c\)-cyclical monotonicity for optimality of transport plans
• Characterization of the subdifferentials of convex functions
• Duality theorems for marginal problems
• Characterization of optimal transport plans for the Monge-Kantorovich problem
• Foundations of Modern Probability
• Optimal Transport

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