Abstract
We can now introduce Kantorovich’s formulation of the optimal transport problem. It involves the concept of transport plan (also called coupling in the Probability literature) between probability measures. In the discrete setting of Example 1.10, transport plans correspond to bi-stochastic matrices.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Alibert, J.-J., Bouchitté, G., Champion, T.: A new class of costs for optimal transport planning. Eur. J. Appl. Math. 30, 1229–1263 (2019)
Ambrosio, L., Fusco, N., Pallara, D.: Functions of Bounded Variation and Free Discontinuity Problems. Oxford Mathematical Monographs. Clarendon Press, Oxford (2000)
Ambrosio, L., Gigli, N., Savaré, G.: Gradient Flows in Metric Spaces and in the Space of Probability Measures. Lectures in Mathematics ETH Zürich, 2nd edn. Birkhäuser Verlag, Basel (2008)
Gozlan, N., Roberto, C., Samson, P.-M., Tetali, P.: Kantorovich duality for general transport costs and applications. J. Funct. Anal. 273, 3327–3405 (2017)
Kohn, W., Sham, L.J.: Self-consistent equations including exchange and correlation effects. Phys. Rev. 140, A1133–A1138 (1965)
Oxtoby, J.C.: Homeomorphic measures in metric spaces. Proc. Am. Math. Soc. 24, 419–423 (1970)
Pratelli, A.: On the equality between Monge’s infimum and Kantorovich’s minimum in optimal mass transportation. Ann. Inst. H. Poincaré Probab. Stat. 43, 1–13 (2007)
Strassen, V.: The existence of probability measures with given marginals. Ann. Math. Stat. 36, 423–439 (1965)
Stroock, D.W., Varadhan, S.R.S.: Multidimensional Diffusion Processes. Classics in Mathematics. Springer, Berlin (2006). Reprint of the 1997 edition
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2021 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this chapter
Cite this chapter
Ambrosio, L., Brué, E., Semola, D. (2021). Lecture 2: The Kantorovich Problem. In: Lectures on Optimal Transport. UNITEXT(), vol 130. Springer, Cham. https://doi.org/10.1007/978-3-030-72162-6_2
Download citation
DOI: https://doi.org/10.1007/978-3-030-72162-6_2
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-72161-9
Online ISBN: 978-3-030-72162-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)