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(1995) A general duali ty theorem for marginal problems, Prob

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A note on duality theorems in mass transportation

math.PR · 2019-07-16 · unverdicted · novelty 5.0

Proves duality for the infimum and supremum of expected cost over joint distributions with given marginals, without perfectness assumption on the spaces.

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  • A note on duality theorems in mass transportation math.PR · 2019-07-16 · unverdicted · none · ref 14

    Proves duality for the infimum and supremum of expected cost over joint distributions with given marginals, without perfectness assumption on the spaces.