Hostname: page-component-cd9895bd7-fscjk Total loading time: 0 Render date: 2024-12-23T09:15:00.831Z Has data issue: false hasContentIssue false

Trivial Cases for the Kantorovitch Problem

Published online by Cambridge University Press:  15 August 2002

Serge Dubuc
Affiliation:
Département de Mathématiques et de Statistique, Université de Montréal, C.P. 6128, Succ. Centre-Ville, Montréal, Québec, Canada H3C 3J7.
Issa Kagabo
Affiliation:
Département de Mathématiques et de Statistique, Université de Montréal, C.P. 6128, Succ. Centre-Ville, Montréal, Québec, Canada H3C 3J7.
Patrice Marcotte
Affiliation:
Département d'Informatique et de Recherche Opérationnelle, Université de Montréal, C.P. 6128, Succ. Centre Ville, Montréal, Québec, Canada H3C 3J7.
Get access

Abstract

Let X and Y be two compact spaces endowed withrespective measures μ and ν satisfying the condition µ(X) = v(Y). Let c be a continuous function on the product space X x Y. The mass transfer problem consists in determining a measure ξ onX x Y whose marginals coincide with μ and ν, and such thatthe total cost ∫ ∫ c(x,y)dξ(x,y) be minimized. We firstshow that if the cost function c is decomposable, i.e., can berepresented as the sum of two continuous functions defined on X andY, respectively, then every feasible measure is optimal. Conversely,when X is the support of μ and Y the support of ν and whenevery feasible measure is optimal, we prove that the cost function isdecomposable.

Type
Research Article
Copyright
© EDP Sciences, 2000

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)