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- Title
Existence, duality, and cyclical monotonicity for weak transport costs.
- Authors
Backhoff-Veraguas, J.; Beiglböck, M.; Pammer, G.
- Abstract
The optimal weak transport problem has recently been introduced by Gozlan et al. (J Funct Anal 273(11):3327–3405, 2017). 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 and Juillet (On a mixture of brenier and strassen theorems. arXiv:1808.02681, 2018) to general probability measures on R d under minimal assumptions. A driving idea behind our proofs is to consider the set of transport plans with a new ('adapted') topology which seems better suited for the weak transport problem and allows to carry out arguments which are close to the proofs in the classical setup.
- Subjects
PROBABILITY measures; TRANSPORTATION costs; COST
- Publication
Calculus of Variations & Partial Differential Equations, 2019, Vol 58, Issue 6, pN.PAG
- ISSN
0944-2669
- Publication type
Article
- DOI
10.1007/s00526-019-1624-y