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Wen Ding
  • Member for 9 years, 2 months
  • Last seen more than 3 years ago
  • New York, NY, USA
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Maximum cost optimal transport
It is a linear problem, but that tells us nothing about the structure of the optimal transportation plan and other properties of the optimal cost. For example, for a 2D problem, what is the transport plan looks like?
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Maximum cost optimal transport
Thank you. Your reference is very helpful. In Section 10.4 of Viana's book, it seems that $d$ has to be positive to satisfy the condition of the theorem. The non-trivialness of the problem you mentioned is because of the negative power of the distance, which causes the cost $c(x,y)$ to decrease when $\vert x-y\vert $ increases. But it is still positive, therefore the infimum is always non-negative. However, the problem in my setting is negative cost.The proof from $d$ is always positive to $d$ is always negative is nontrivial. For example, the infimum may not exist if $d$ is negative.
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Maximum cost optimal transport
@YuvalPeres Yes, I have changed the notation. Actually if we only consider the measure that has a density function, then the optimal transport or maximum cost transport could be seen as it is defined on functional space. That is the reason why I wrote $M_c(f,f)$ in the first place. Sorry for the inconvenience.
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