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OPTIMIZATION PROBLEMS IN MASS TRANSPORTATION THEORY ...

OPTIMIZATION PROBLEMS IN MASS TRANSPORTATION THEORY ...

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Monge-Kantorovich problem:{ ∫ }min d(x, y) dγ(x, y) : γ admiss. .X×XTheorem There exists an optimal transportplan γ opt ; in the Euclidean case γ optis actually a transport map T opt wheneverf + and f − are in L 1 .The existence part is easy; indeed in thecase X compact it follows from the weak*compactness of probabilities and the weak*continuity of the Monge-Kantorovich cost.In the general case the same holds by usingthe boundedness of the first moments.Note that, while in the Monge problem thecost is highly nonlinear with respect to theunknown T , in the Kantorovich formulationthe cost is linear with respect to the unknownγ.6

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