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

4 votes
2 answers
479 views

How to get this inequality in Santambrogio's book about optimal transport?

Let $\hat{\varrho}, \tilde{\varrho}$ be probability density functions on $\mathbb R^d$ where $\tilde{\varrho} \in L^{\infty} (\mathbb R^d)$. For $\varepsilon \in [0, 1]$, we define $\varrho_{\varepsil …
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1 vote
1 answer
279 views

Strict convexity of the cost function is enough to ensure the existence and uniqueness of th...

Let $X=Y = \mathbb R^d$ and $c:X \times Y \to [0, \infty)$ be Borel measurable. Let $\mu, \nu$ be Borel probability measures on $X,Y$ respectively. Let $\mathcal T$ be the set of all Borel measurable …
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1 vote
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Optimal transport: the existence of an optimal pair of $c$-conjugate functions

I have found a related paper Existence and stability results in the $L^1$ theory of optimal transportation by Luigi Ambrosio and Aldo Pratelli. Step 2 of the proof of Theorem 3.2 is Step 2. Now we sh …
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  • 825
2 votes
2 answers
276 views

Optimal transport: the existence of an optimal pair of $c$-conjugate functions

$\newcommand{\diff}{ \, \mathrm d}$ Let $X,Y$ be Polish spaces, $\mathcal C_b(X)$ the space of all real-valued bounded continuous functions on $X$, $\mathcal P(X)$ the space of Borel probability meas …
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