On optimality of \(c\)-cyclically monotone transference plans

DOI10.1016/j.crma.2010.03.022zbMath1204.49012OpenAlexW2023594508MaRDI QIDQ984675

Laura Caravenna, Stefano Bianchini

Publication date: 20 July 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2010.03.022

zbMATH Keywords

Monge-Kantorovich problem\(c\)-cyclical monotonicityoptimality of a transport plan

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

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