Monge-Kantorovich transportation problem and optimal couplings
zbMATH Open1132.60019MaRDI QIDQ2466441FDOQ2466441
Authors: Ludger Rüschendorf
Publication date: 14 January 2008
Published in: Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) (Search for Journal in Brave)
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recursive algorithmduality theorypolar factorizationstochastic equation\(c\)-convexityminimal metric
Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46) Inequalities; stochastic orderings (60E15) Systems of functional equations and inequalities (39B72)
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