Invariance properties of the Monge-Kantorovich mass transport problem
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Abstract: We consider the multidimensional Monge-Kantrovich transport problem in an abstract setting. Our main results state that if a cost function and marginal measures are invariant by a family of transformations, then a solution of the Kantrovich relaxation problem and a solution of its dual can be chosen so that they are invariant under the same family of transformations. This provides a new tool to study and analyze the support of optimal transport plans and consequently to scrutinize the Monge problem. Birkhoff's Ergodic theorem is an essential tool in our analysis.
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Cited in
(9)- Continuity and estimates for multimarginal optimal transportation problems with singular costs
- A general solution of the Monge-Kantorovich mass-transfer problem
- On multistochastic Monge-Kantorovich problem, bitwise operations, and fractals
- On ergodic decompositions related to the Kantorovich problem
- Stationary solutions to the stochastic Burgers equation on the line
- On the Monge-Kantorovich problem with additional linear constraints
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- On \(c\)-cyclical monotonicity for optimal transport problem with Coulomb cost
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