On uniqueness of an optimal solution to the Kantorovich problem with density constraints

Fuente: arXiv
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Autor principal: Popova, Svetlana
Formato: Preprint
Publicado: 2024
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author Popova, Svetlana
author_facet Popova, Svetlana
contents We study optimal transportation problems with constraints on densities of transport plans. We obtain a sharp condition for the uniqueness of an optimal solution to the Kantorovich problem with density constraints, namely that the Borel measurable cost function $h(x, y)$ satisfies the following non-degeneracy condition: $h(x, y)$ can not be expressed as a sum of functions $u(x) + v(y)$ on a set of positive measure.
format Preprint
id arxiv_https___arxiv_org_abs_2401_07067
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle On uniqueness of an optimal solution to the Kantorovich problem with density constraints
Popova, Svetlana
Functional Analysis
Probability
We study optimal transportation problems with constraints on densities of transport plans. We obtain a sharp condition for the uniqueness of an optimal solution to the Kantorovich problem with density constraints, namely that the Borel measurable cost function $h(x, y)$ satisfies the following non-degeneracy condition: $h(x, y)$ can not be expressed as a sum of functions $u(x) + v(y)$ on a set of positive measure.
title On uniqueness of an optimal solution to the Kantorovich problem with density constraints
topic Functional Analysis
Probability
url https://arxiv.org/abs/2401.07067