29 citations · 31 across the 6 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2007
Characterization of optimal Transport Plans for the Monge-Kantorovich-Problem
Walter Schachermayer, Josef Teichmann
We prove that -cyclically monotone transport plans optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability cond…
math.OC2007★ 2 cited
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
Rainer Buckdahn, Marc Quincampoix, Catherine Rainer +1
We provide a short and elementary proof for the recently proved result by G. da Prato and H. Frankowska that -- under minimal assumptions -- a closed set is invariant with respect…