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2 votes
1 answer
141 views

(Sub)Optimality of random transport

Problem Setup: Consider the intervals $I_R = [a_R, b_R]$ and $I_B = [a_B,b_B]$. Let $F_R$ and $F_B$ denote the CDF of distributions with support on the intervals $I_R$ and $I_B$. I draw $k$ red and ...
0 votes
0 answers
39 views

Comonotone solution for Optimal Transport problems with supermodular surplus

In Alfred Galichon's book Optimal Transport Methods in Economics the foollowing result is stated for OT problems on the real line. Theorem 4.3.(i) Assume that $\Phi$ is supermodular. Then the primal ...