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arxiv: 1201.5301 · v1 · pith:VOFHDVFEnew · submitted 2012-01-25 · 🧮 math.DS · math.OC· math.PR

Duality Theorems in Ergodic Transport

classification 🧮 math.DS math.OCmath.PR
keywords ergodictransportoptimaltheoryconsidercontinuousplanprobabilities
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We analyze several problems of Optimal Transport Theory in the setting of Ergodic Theory. In a certain class of problems we consider questions in Ergodic Transport which are generalizations of the ones in Ergodic Optimization. Another class of problems is the following: suppose $\sigma$ is the shift acting on Bernoulli space $X=\{0,1\}^\mathbb{N}$, and, consider a fixed continuous cost function $c:X \times X\to \mathbb{R}$. Denote by $\Pi$ the set of all Borel probabilities $\pi$ on $X\times X$, such that, both its $x$ and $y$ marginal are $\sigma$-invariant probabilities. We are interested in the optimal plan $\pi$ which minimizes $\int c d \pi$ among the probabilities on $\Pi$. We show, among other things, the analogous Kantorovich Duality Theorem. We also analyze uniqueness of the optimal plan under generic assumptions on $c$. We investigate the existence of a dual pair of Lipschitz functions which realizes the present dual Kantorovich problem under the assumption that the cost is Lipschitz continuous. For continuous costs $c$ the corresponding results in the Classical Transport Theory and in Ergodic Transport Theory can be, eventually, different. We also consider the problem of approximating the optimal plan $\pi$ by convex combinations of plans such that the support projects in periodic orbits.

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