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Lecture 2: The Kantorovich Problem

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Lectures on Optimal Transport

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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.

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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

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