A simple proof of duality theorem for Monge-Kantorovich problem
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Publication:2494618
DOI10.2996/kmj/1143122381zbMath1113.49039OpenAlexW2087799054MaRDI QIDQ2494618
Publication date: 14 July 2006
Published in: Kodai Mathematical Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2115/69482
Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Duality theory (optimization) (49N15)
Related Items (7)
Duality theorem for the stochastic optimal control problem ⋮ Kantorovich duality for general transport costs and applications ⋮ A survey of the Schrödinger problem and some of its connections with optimal transport ⋮ Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions ⋮ Duality for the $L^{\infty }$ optimal transport problem ⋮ Unnamed Item ⋮ Duality for rectified cost functions
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