Abstract
We present a simple and direct approach to duality for Optimal Transport for lower semicontinuous cost functionals in arbitrary completely regular topological spaces, showing that the Optimal Transport functional can be interpreted as the largest sublinear and weakly lower semicontinuous functional extending the cost between pairs of Dirac masses.
References
- A. de Acosta: Invariance principles in probability for triangular arrays of B-valued random vectors and some applications, Ann. Probab. 10/2 (1982) 346–373.https://doi.org/10.1214/aop/1176993862Google Scholar
- L. Ambrosio, N. Gigli, G. Savaré: Gradient Flows in Metric Spaces and in the Space of Probability Measures, Lectures in Mathematics ETH Zürich, 2nd edition, Birkhäuser, Basel (2008).Google Scholar
- V. I. Bogachev: Measure Theory II, Springer, Berlin (2006).https://doi.org/10.1007/978-3-540-34514-5Google Scholar
- G. Bouchitté, G. Buttazzo: Characterization of optimal shapes and masses through Monge-Kantorovich equation, J. Eur. Math. Soc. 3/2 (2001) 139–168.https://doi.org/10.1007/s100970000027Google Scholar
- L. Chizat, G. Peyré, B. Schmitzer, F.-X. Vialard: Unbalanced optimal transport: dynamic and Kantorovich formulations, J. Funct. Analysis 274/11 (2018) 3090–3123.https://doi.org/10.1016/j.jfa.2018.03.008Google Scholar
- C. Dellacherie, P.-A. Meyer: Probabilities and Potential, North-Holland Mathematics Studies 29, North-Holland, Amsterdam (1978).Google Scholar
- R. M. Dudley: Real Analysis and Probability, Cambridge Studies in Advanced Mathematics 74, revised reprint of the 1989 original, Cambridge University Press, Cambridge (2002).Google Scholar
- I. Ekeland, R. Témam: Convex Analysis and Variational Problems, Classics in Applied Mathematics, Society for Industrial and Applied Mathematics, Philadelphia (1987).Google Scholar
- X. Fernique: Sur le théorème de Kantorovitch-Rubinstein dans les espaces polonais, in: Seminar on Probability XV, Univ. Strasbourg, 1979/1980, Lecture Notes in Mathematics 850, Springer, Berlin (2006) 6–10.https://doi.org/10.1007/BFb0088357Google Scholar
- G. B. Folland: Real Analysis, 2nd edition, John Wiley & Sons, New York (1999).Google Scholar
- N. Gaffke, L. Rüschendorf: On a class of extremal problems in statistics, Math. Operationsforsch. Statist. Ser. Optim. 12/1 (1981) 123–135.https://doi.org/10.1080/02331938108842712Google Scholar
- L. Kantorovitch: On the translocation of masses, C. R. (Doklady) Acad. Sci. URSS (N.S.) 37 (1942) 199–201; English translation in: J. Math. Sci. 133 (2006) 1381–1382.https://doi.org/10.1007/s10958-006-0049-2Google Scholar
- H. G. Kellerer: Duality theorems for marginal problems, Z. Wahrsch. Verw. Gebiete 67/4 (1984) 399–432.https://doi.org/10.1007/BF00532047Google Scholar
- Ch. Léonard: A saddle-point approach to the Monge-Kantorovich optimal transport problem, ESAIM Control Optim. Calc. Var. 17/3 (2011) 682–704.https://doi.org/10.1051/cocv/2010013Google Scholar
- M. Liero, A. Mielke, G. Savaré: Optimal transport in competition with reaction: the Hellinger-Kantorovich distance and geodesic curves, SIAM J. Math. Analysis 48/4 (2016) 2869–2911.https://doi.org/10.1137/15M1041420Google Scholar
- M. Liero, A. Mielke, G. Savaré: Optimal entropy-transport problems and a new Hellinger-Kantorovich distance between positive measures, Inventiones Math. 211/3 (2018) 969–1117.https://doi.org/10.1007/s00222-017-0759-8Google Scholar
- J. Munkres: Topology, 2nd edition, Prentice Hall, Upper Saddle River (2000).Google Scholar
- S. T. Rachev, L. Rüschendorf: Mass transportation problems. Vol. I, Springer, New York (1998).Google Scholar
- F. Santambrogio: Optimal Transport for Applied Mathematicians, Progress in Nonlinear Differential Equations and their Applications 87, Birkhäuser, Basel (2015).https://doi.org/10.1007/978-3-319-20828-2Google Scholar
- L. Schwartz: Radon Measures on Arbitrary Topological Spaces and Cylindrical Measures, Oxford University Press, Oxford (1973).Google Scholar
- F. Topsoe: Compactness in spaces of measures, Studia Mathematica 36 (1970) 195–212.https://doi.org/10.4064/sm-36-3-195-212Google Scholar
- C. Villani: Topics in Optimal Transportation, Graduate Studies in Mathematics 58, American Mathematical Society, Providence (2003).https://doi.org/10.1090/gsm/058Google Scholar
- C. Villani: Optimal Transport, Grundlehren der Mathematischen Wissenschaften 338, Springer, Berlin (2009).https://doi.org/10.1007/978-3-540-71050-9Google Scholar
Suggested citation
Published by Heldermann Verlag, 2022. Rights now held by Banach Press.
