On the Monge-Kantorovich problem with additional linear constraints
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Publication:268073
DOI10.1134/S0001434615110036zbMATH Open1336.49056arXiv1404.4962OpenAlexW2255104059MaRDI QIDQ268073FDOQ268073
Authors: Danila A. Zaev 
Publication date: 14 April 2016
Published in: Mathematical Notes (Search for Journal in Brave)
Abstract: We consider the modified Monge-Kantorovich problem with additional restriction: admissible transport plans must vanish on some fixed functional subspace. Different choice of the subspace leads to different additional properties optimal plans need to satisfy. Our main results are quite general and include several important examples. In particular, they include Monge-Kantorovich problems in the classes of invariant measures and martingales. We formulate and prove a criterion for existence of a solution, a duality statement of the Kantorovich type, and a necessary geometric condition on a support of optimal measure, which is analogues to the usual -monotonicity.
Full work available at URL: https://arxiv.org/abs/1404.4962
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