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2 votes
Accepted

Monge-Kantorovich duality with a $\{0,1\}$ cost function

The strong Kantorovich duality, i.e. the existence of dual solutions, holds whenever $c$ is lower semicontinuous and real-valued, and the optimal coupling has finite cost, see Theorem 5.10(ii) in Vill …
Martin Kell's user avatar
2 votes
Accepted

Kantorovich duality with pseudometrics

Yes the Kantorovich Duality holds for continuous cost functions by following the proof in Villani's book without any change. The proof for general cost functions needs compactness of the set of coupli …
Martin Kell's user avatar
1 vote
Accepted

Is there a coupling that induces a given coupling via a transition kernel?

It's not true. If $\mu \mapsto \tilde\mu$ is injective and $X$ has at least two points then the transition kernels have to be deterministic, i.e. there is a measurable map $T:X\to Y$ such that $\kappa …
Martin Kell's user avatar
3 votes

Effect of perturbing the atoms of a measure on the Wasserstein distance

Without further constraints this is not true and easy to see if $X$ is Euclidean: Let $\Gamma$ be the support of an optimal coupling between $G$ and $G'$. If for fixed $y\in p_2(\Gamma)$ the set $\{x …
Martin Kell's user avatar