A simple proof of duality theorem for Monge-Kantorovich problem

Mikami, Toshio

Mikami, Toshio

Kodai Math. J., Tome 29 (2006) no. 1, p. 1-4 / Harvested from Project Euclid

Résumé

We give a simple proof of the duality theorem for the Monge-Kantorovich problem in the Euclidean setting. The selection lemma which is useful in the theory of stochastic optimal controls plays a crucial role.

Publié le : 2006-03-14
Classification:

@article{1143122381,
     author = {Mikami, Toshio},
     title = {A simple proof of duality theorem for Monge-Kantorovich problem},
     journal = {Kodai Math. J.},
     volume = {29},
     number = {1},
     year = {2006},
     pages = { 1-4},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1143122381}
}

Mikami, Toshio. A simple proof of duality theorem for Monge-Kantorovich problem. Kodai Math. J., Tome 29 (2006) no. 1, pp.  1-4. http://gdmltest.u-ga.fr/item/1143122381/