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Operations research, linear programming, control theory, systems theory, optimal control, game theory

7 votes
2 answers
3k views

The largest Wasserstein distance to uniform distribution among all probability distributions...

I am looking for the largest Wasserstein distance to the uniform distribution among all probability distributions with uniform marginals. More specifically, let $\Xi=\{1,2,\ldots,N\}^2$, and let $\nu …
4 votes
1 answer
177 views

Measurability of optimal values and solutions

In Theorem 14.37 of Variational Analysis by Rockafellar and Wets, it shows that for any normal integrand $f:T\times\mathbb{R}^n\to\overline{\mathbb{R}}$, the function $p:T\to\overline{\mathbb{R}}$ giv …