A generalized dual maximizer for the Monge–Kantorovich transport problem

DOI10.1051/ps/2011163zbMath1263.49057arXiv1009.1118OpenAlexW2962773452MaRDI QIDQ4921833

Walter Schachermayer, Mathias Beiglböck, Christian Léonard

Publication date: 14 May 2013

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.1118

zbMATH Keywords

optimal transportduality in function spacesFenchel's perturbation technique

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Variational problems in a geometric measure-theoretic setting (49Q20) Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Measures and integrals in product spaces (28A35)

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