Zeitschriftenartikel:
J. Backhoff, M. Beiglböck, G. Pammer:
"Existence, duality and cyclical monotonicity for weak transport costs";
arXiv.org,
submitted 16. September
(2018),
21 S.
Kurzfassung englisch:
The optimal weak transport problem has recently been introduced by Gozlan et.\ al.\ \cite{GoRoSaTe17}. We provide general existence and duality results for these problems on arbitrary Polish spaces, as well as a necessary and sufficient optimality criterion in the spirit of cyclical monotonicity. As an application we extend the Brenier-Strassen Theorem of Gozlan-Juillet \cite{GoJu18} to general probability measures on Rd under minimal assumptions.
Erstellt aus der Publikationsdatenbank der Technischen Universität Wien.