Nonlinear Kantorovich problems with a parameter
The Bulletin of Irkutsk State University. Series Mathematics, Tome 41 (2022), pp. 96-106
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We consider nonlinear Kantorovich problems with marginal distributions and cost functions depending measurably on a parameter and prove that there exist optimal transportation plans that are also measurable with respect to the parameter. Unlike the classical linear Kantorovich problem of minimization of the integrals of a given cost function with respect to transportation plans, we deal with nonlinear cost functionals in which integrands depend on transportation plans. Dependence of cost functions on conditional measures of transportation plans is also allowed.
Keywords:
Kantorovich problem, optimal plan, measurability with respect to a parameter.
@article{IIGUM_2022_41_a6,
author = {Vladimir I. Bogachev and Ilya I. Malofeev},
title = {Nonlinear {Kantorovich} problems with a parameter},
journal = {The Bulletin of Irkutsk State University. Series Mathematics},
pages = {96--106},
publisher = {mathdoc},
volume = {41},
year = {2022},
language = {en},
url = {http://geodesic.mathdoc.fr/item/IIGUM_2022_41_a6/}
}
TY - JOUR AU - Vladimir I. Bogachev AU - Ilya I. Malofeev TI - Nonlinear Kantorovich problems with a parameter JO - The Bulletin of Irkutsk State University. Series Mathematics PY - 2022 SP - 96 EP - 106 VL - 41 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/IIGUM_2022_41_a6/ LA - en ID - IIGUM_2022_41_a6 ER -
Vladimir I. Bogachev; Ilya I. Malofeev. Nonlinear Kantorovich problems with a parameter. The Bulletin of Irkutsk State University. Series Mathematics, Tome 41 (2022), pp. 96-106. http://geodesic.mathdoc.fr/item/IIGUM_2022_41_a6/