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math.OC2009
On the Duality Theory for the Monge--Kantorovich Transport Problem
Mathias Beiglboeck, Christian Leonard, Walter Schachermayer
The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present…
math.OC2009★ 11 cited
A General Duality Theorem for the Monge--Kantorovich Transport Problem
Mathias Beiglboeck, Christian Leonard, Walter Schachermayer
The duality theory of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces are assumed to be polish and equipped with Borel probability meas…