Optimal solution of a Monge-Kantorovitch transportation problem

DOI10.1016/S0377-0427(98)00094-6MaRDI QIDQ1298643zbMATH OpenOpenAlexFDO

Authors Taoufiq Abdellaoui

Publication date 21 June 2000

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-0427(98)00094-6

zbMATH Keywords

\(p\)-optimal couplingKantorovich metricMonge-Kantorovich transportation problemoptimal solution

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Probability distributions: general theory (60E05) (L^p)-limit theorems (60F25)

Review text

It is well-known that, for any pair \((P,Q)\) of probability measures on a separable Banach space \(({\mathbf E},\|\cdot\|)\), under certain regularity conditions there exists a function \(f:{\mathbf E}\mapsto{\mathbf E}\) such that \(f(X)\) has the distribution \(Q\) and the pair \((X,f(X))\) is an optimal coupling for the so-called Monge-Kantorovich problem. An approximation of the function \(f\) is given when the distribution \(Q\) is discrete. An extention of this result to a general distribution \(Q\) is also considered.

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Cited in

(18)

• A characterization for the solution of the Monge--Kantorovich mass transference problem
• Solution of the Monge-Kantorovich problem for a class of functionals.
• Optimal partial mass transportation and obstacle Monge-Kantorovich equation
• Comparing first-order microscopic and macroscopic crowd models for an increasing number of massive agents
• Monge-Kantorovich transportation problem and optimal couplings
• On the consistency of the mass transfer problem
• Sparse approximation of triangular transports. I: The finite-dimensional case
• Best approximation problems relating to Monge-Kantorovich duality
• Long history of the Monge-Kantorovich transportation problem
• scientific article; zbMATH DE number 1285879 (Why is no real title available?)
• scientific article; zbMATH DE number 682488 (Why is no real title available?)
• scientific article; zbMATH DE number 709514 (Why is no real title available?)
• Optimal solutions of multivariate coupling problems
• scientific article; zbMATH DE number 6179281 (Why is no real title available?)
• Optimal vector quantization in terms of Wasserstein distance
• Optimal transport between random measures
• Gradient modeling for multivariate quantitative data
• The Monge problem in Banach spaces

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