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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.