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math.OC2010★ 1 cited
Duality for rectified Cost Functions
Mathias Beiglboeck, Aldo Pratelli
It is well-known that duality in the Monge-Kantorovich transport problem holds true provided that the cost function is lower semi-continuous or finitely…
math.OC2010
A generalized dual maximizer for the Monge--Kantorovich transport problem
Mathias Beiglböck, Christian Léonard, Walter Schachermayer
The dual attainment of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces are assumed to be polish and equipped with Borel probability mea…