This Note deals with the equivalence between the optimality of a transport plan for the Monge-Kantorovich problem and the condition of c-cyclical monotonicity, as an outcome of the construction in Bianchini and Caravenna (2009) [7]. We emphasize the measurability assumption on the hidden structure of linear preorder, applied also to extremality and uniqueness problems among the family of transport plans.
On optimality of c-cyclically monotone transference plans
CARAVENNA, LAURA
2010
Abstract
This Note deals with the equivalence between the optimality of a transport plan for the Monge-Kantorovich problem and the condition of c-cyclical monotonicity, as an outcome of the construction in Bianchini and Caravenna (2009) [7]. We emphasize the measurability assumption on the hidden structure of linear preorder, applied also to extremality and uniqueness problems among the family of transport plans.File in questo prodotto:
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