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Mathematics of the USSR-Sbornik, 1992, Volume 71, Issue 2, Pages 533–548
DOI: https://doi.org/10.1070/SM1992v071n02ABEH002136
(Mi sm1255)
 

This article is cited in 13 scientific papers (total in 13 papers)

A formula for the optimal value in the Monge–Kantorovich problem with a smooth cost function, and a characterization of cyclically monotone mappings

V. L. Levin

Central Economics and Mathematics Institute, USSR Academy of Sciences
References:
Abstract: The general Monge–Kantorovich problem consists in the computation of the optimal value
$$ \mathscr A(c,\rho):=\inf\biggl\{\int_{X\times X}c(x,y)\mu(d(x,y))\colon\mu\in V_+(X\times X),\ (\pi_1-\pi_2)\mu=\rho\biggr\}, $$
where the cost function $c\colon X\times X\to \mathbf R^1$ and the measure $\rho$ on $X$ with $\rho X=0$ are assumed to be given, $V_+(X\times X)$ is the cone of finite positive Borel measures on $X\times X$, and $\pi_1$ and $\pi_2$ are the projections on the first and second coordinates, which assign to a measure $\mu$ the corresponding marginal measures.
An explicit formula is obtained for $\mathscr A(c,\rho)$ in the case when $X$ is a domain in $\mathbf R^n$ and $c$ is bounded, vanishes on the diagonal, and is continuously differentiable in a neighborhood of the diagonal.
Conditions for the set
$$ Q_0(c):=\{u\colon X\to\mathbf R^1:u(x)-u(y)\leqslant c(x,y)\ \ \forall\,x,y\in X\} $$
to be nonempty are investigated, and with their help new characterizations of cyclically monotone mappings are obtained.
Received: 13.03.1990
Russian version:
Matematicheskii Sbornik, 1990, Volume 181, Number 12, Pages 1694–1709
Bibliographic databases:
UDC: 517.9
MSC: Primary 46N05, 90C08; Secondary 28B20, 54C60
Language: English
Original paper language: Russian
Citation: V. L. Levin, “A formula for the optimal value in the Monge–Kantorovich problem with a smooth cost function, and a characterization of cyclically monotone mappings”, Mat. Sb., 181:12 (1990), 1694–1709; Math. USSR-Sb., 71:2 (1992), 533–548
Citation in format AMSBIB
\Bibitem{Lev90}
\by V.~L.~Levin
\paper A~formula for the optimal value in the Monge--Kantorovich problem with a~smooth cost function, and a~characterization of cyclically monotone mappings
\jour Mat. Sb.
\yr 1990
\vol 181
\issue 12
\pages 1694--1709
\mathnet{http://mi.mathnet.ru/sm1255}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1099522}
\zmath{https://zbmath.org/?q=an:0776.90086}
\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?1992SbMat..71..533L}
\transl
\jour Math. USSR-Sb.
\yr 1992
\vol 71
\issue 2
\pages 533--548
\crossref{https://doi.org/10.1070/SM1992v071n02ABEH002136}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1992HU58600017}
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  • https://doi.org/10.1070/SM1992v071n02ABEH002136
  • https://www.mathnet.ru/eng/sm/v181/i12/p1694
  • This publication is cited in the following 13 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник - 1989–1990 Sbornik: Mathematics
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    Abstract page:684
    Russian version PDF:191
    English version PDF:19
    References:87
    First page:1
     
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