Publications in Scientific Journals:
C. Griessler:
"c-cyclical monotonicity as a sufficient criterion for optimality in the multi-marginal Monge-Kantorovich problem";
arXiv.org,
Januar 21 (submitted)
(2016),
5 pages.
English abstract:
This note establishes that a generalization of c-cyclical monotonicity from the Monge-Kantorovich problem with two marginals gives rise to a sufficient condition for optimality also in the multi-marginal version of that problem. To obtain the result, the cost function is assumed to be bounded by a sum of integrable functions. The proof rests on ideas from martingale transport.
Keywords:
cyclical monotonicity mass transport
Electronic version of the publication:
https://arxiv.org/abs/1601.05608
Created from the Publication Database of the Vienna University of Technology.