A saddle-point approach to the Monge-Kantorovich optimal transport problem
The Monge-Kantorovich problem is revisited by means of...
The Monge-Kantorovich problem is revisited by means of...
The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to c-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes infinite values. It leads us to new explicit sufficient and necessary optimality conditions. As by-products, we obtain a new proof of the well-known Kantorovich dual equality and an improvement of the convergence of the minimizing sequences.
We find a condition for a Borel mapping which implies that the Hausdorff dimension of is less than or equal to m-n for almost all .
A weak form of the Henstock Lemma for the -integrable functions is given. This allows to prove the existence of a scalar Volterra derivative for the -integral. Also the -integrable functions are characterized by means of Pettis integrability and a condition involving finite pseudopartitions.
Let denote the space of real-valued continuous functions on the interval with an analogue of Wiener measure and for a partition of , let and be given by and , respectively. In this paper, using a simple formula for the conditional -integral of functions on with the conditioning function , we derive a simple formula for the conditional -integral of the functions with the conditioning function . As applications of the formula with the function , we evaluate the conditional -integral...
Let be a locally compact Hausdorff space and let be the Banach space of all complex valued continuous functions vanishing at infinity in , provided with the supremum norm. Let be a quasicomplete locally convex Hausdorff space. A simple proof of the theorem on regular Borel extension of -valued -additive Baire measures on is given, which is more natural and direct than the existing ones. Using this result the integral representation and weak compactness of a continuous linear map when...