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8 votes
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How to interpret couplings in optimal transport?

Let $\mu$ and $\nu$ be two measures on some (at least measurable) space $X$. In optimal transport theory, Monge's problem to $$ \text{minimize} \quad \int c(x,T(x))\mu(dx) \quad \text{over measurable …
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3 votes
1 answer
886 views

About the metrizability of the space of Probability measures $\mathcal{P}(S)$

It is often proved in Books that the space of Probability measures $\mathcal{P}(S)$ on a Polish metric space $(S,\rho)$ endowed with the weak/narrow topology induced by declaring it to be be the coars …
vaoy's user avatar
  • 309