Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2020
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2011.13263 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- In this note, we present a unified approach to the problem of existence of a potential for the optimal transport problem with respect to non-traditional cost functions, that is, costs that assume infinite values. We establish a new method that relies on proving solvability of a special (possibly infinite) family of linear inequalities. When the index set of this family is countable, we give a necessary and sufficient condition on the coefficients that assures the existence of a solution, and which, in the setting of transport theory, we call $c$-path-boundedness. In the case of an uncountable index set, one needs an additional assumption for solvability. We propose a sufficient condition in this case. We note that any set admitting a potential must be $c$-path-bounded, and this condition replaces $c$-cyclic monotonicity from the classical theory, i.e. when the cost is real-valued. Our method also gives a new and elementary proof for the classical results of Rockafellar, Rochet and Rüschendorf.