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Main Authors: Kolesnikov, Alexander, Popova, Svetlana
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2412.06522
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author Kolesnikov, Alexander
Popova, Svetlana
author_facet Kolesnikov, Alexander
Popova, Svetlana
contents We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely regular topological spaces. We show the connection between the problem of optimal exchange and the optimal transportation problem with density constraints. With the use of this connection we obtain a formula for the optimal value in the problem of optimal exchange.
format Preprint
id arxiv_https___arxiv_org_abs_2412_06522
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle On the problem of optimal fair exchange
Kolesnikov, Alexander
Popova, Svetlana
Functional Analysis
Probability
We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely regular topological spaces. We show the connection between the problem of optimal exchange and the optimal transportation problem with density constraints. With the use of this connection we obtain a formula for the optimal value in the problem of optimal exchange.
title On the problem of optimal fair exchange
topic Functional Analysis
Probability
url https://arxiv.org/abs/2412.06522