A representation of the Kantorovich-functional

DOI10.1007/BF02213735MaRDI QIDQ1908206zbMATH OpenOpenAlexFDO

Authors Daniel Rost, Christian Wieckenberg

Publication date 26 February 1996

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02213735

zbMATH Keywords

duality theoremKantorovich-Rubinstein theorem

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Probabilistic measure theory (60A10)

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Cites work

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• scientific article; zbMATH DE number 3776555 (Why is no real title available?)
• scientific article; zbMATH DE number 35214 (Why is no real title available?)
• scientific article; zbMATH DE number 42272 (Why is no real title available?)
• scientific article; zbMATH DE number 3553458 (Why is no real title available?)
• scientific article; zbMATH DE number 3638859 (Why is no real title available?)
• Duality theorems for marginal problems
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• Optimal Joint Distributions of Several Random Variables with Given Marginals
• The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications

Cited in

(4)

• Duality for the Kantorovich problem with a fixed barycenter and barycenters of functionals
• A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes
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• On the Kantorovich-Rubinstein theorem

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