Skip to main content

Constrained Optimal Transport

Author(s): Ekren, I; Soner, H Mete

To refer to this page use:
Abstract: © 2017, Springer-Verlag GmbH Germany. The classical duality theory of Kantorovich (C R (Doklady) Acad Sci URSS (NS) 37:199–201, 1942) and Kellerer (Z Wahrsch Verw Gebiete 67(4):399–432, 1984) for classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach lattice X with an order unit. The problem is given as the supremum over a convex subset of the positive unit sphere of the topological dual of X and the dual problem is defined on the bi-dual of X. These results are then applied to several extensions of the classical optimal transport.
Publication Date: 1-Mar-2018
Citation: Ekren, I, Soner, HM. (2018). Constrained Optimal Transport. Archive for Rational Mechanics and Analysis, 227 (3), 929 - 965. doi:10.1007/s00205-017-1178-0
DOI: doi:10.1007/s00205-017-1178-0
ISSN: 0003-9527
EISSN: 1432-0673
Pages: 929 - 965
Type of Material: Journal Article
Journal/Proceeding Title: Archive for Rational Mechanics and Analysis
Version: Author's manuscript

Items in OAR@Princeton are protected by copyright, with all rights reserved, unless otherwise indicated.