Duality for rectified cost functions

Author:

Beiglböck Mathias,Pratelli Aldo

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Analysis

Reference18 articles.

1. Beiglböck, M., Léonard, C., Schachermayer, W.: A general duality theorem for the Monge–Kantorovich transport problem. (2009, submitted)

2. Beiglböck, M., Schachermayer, W.: Duality for borel measurable cost functions. Trans. Am. Math. Soc. (2009, to appear)

3. Caffarelli L.A., McCann R.J.: Free boundaries in optimal transport and Monge–Ampère obstacle problems. Ann. Math. (2) 171(2), 673–730 (2010)

4. de Acosta A.: Invariance principles in probability for triangular arrays of B-valued random vectors and some applications. Ann. Probab. 10(2), 346–373 (1982)

5. Dudley, R.M.: Probabilities and metrics. In: Convergence of laws on metric spaces, with a view to statistical testing, Lecture Notes Series, No. 45. Matematisk Institut, Aarhus Universitet, Aarhus (1976)

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