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This article is cited in 3 scientific papers (total in 3 papers)
Integro-differential equations and functional analysis
Nonlinear Kantorovich problems with a parameter
Vladimir I. Bogachevabcd, Ilya I. Malofeevbc a Lomonosov Moscow State University, Moscow, Russian Federation
b National Research University Higher School of Economics, Moscow, Russian Federation
c Saint Tikhon's Orthodox University, Moscow, Russian Federation
d Moscow Center for Fundamental and Applied Mathematics, Moscow, Russian Federation
Abstract:
We consider nonlinear Kantorovich problems with marginal distributions and cost functions depending measurably on a parameter and prove that there exist optimal transportation plans that are also measurable with respect to the parameter. Unlike the classical linear Kantorovich problem of minimization of the integrals of a given cost function with respect to transportation plans, we deal with nonlinear cost functionals in which integrands depend on transportation plans. Dependence of cost functions on conditional measures of transportation plans is also allowed.
Keywords:
Kantorovich problem, optimal plan, measurability with respect to a parameter.
Received: 17.03.2022 Revised: 12.07.2022 Accepted: 19.07.2022
Citation:
Vladimir I. Bogachev, Ilya I. Malofeev, “Nonlinear Kantorovich problems with a parameter”, Bulletin of Irkutsk State University. Series Mathematics, 41 (2022), 96–106
Linking options:
https://www.mathnet.ru/eng/iigum497 https://www.mathnet.ru/eng/iigum/v41/p96
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Abstract page: | 124 | Full-text PDF : | 70 | References: | 17 |
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