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This article is cited in 2 scientific papers (total in 2 papers)
MATHEMATICS
On Kantorovich problems with a parameter
V. I. Bogachevabc, S. N. Popovabd a Lomonosov Moscow State University, Moscow, Russia
b National Research University Higher School of Economics, Moscow, Russia
c Saint-Tikhon’s Orthodox University, Moscow, Russia
d Moscow Institute of Physics and Technology, Dolgoprudnyi, Moscow, Russia
Abstract:
In this note, we study the Kantorovich problem of optimal transportation of measures on metric spaces in the case where the cost function and marginal distributions depend on a parameter from a metric space. It is shown that the Hausdorff distance between the sets of probability measures with given marginals can be estimated by the distances between the marginals. As a corollary, it is proved that the cost of optimal transportation is continuous with respect to the parameter if the cost function and marginal distributions are continuous in this parameter.
Keywords:
Kantorovich problem, Kantorovich metric, optimal plan, Hausdorff distance, continuity with respect to a parameter.
Citation:
V. I. Bogachev, S. N. Popova, “On Kantorovich problems with a parameter”, Dokl. RAN. Math. Inf. Proc. Upr., 507 (2022), 26–28; Dokl. Math., 106:3 (2022), 426–428
Linking options:
https://www.mathnet.ru/eng/danma313 https://www.mathnet.ru/eng/danma/v507/p26
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Abstract page: | 117 | References: | 24 |
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