On the Duality Theory for the Monge–Kantorovich Transport Problem

Mathias Beiglböck (1) , Christian Léonard (2) , Walter Schachermayer (1)

1 TU Wien - Vienna University of Technology = Technische Universität Wien
2 MODAL'X - Modélisation aléatoire de Paris X

The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.

Mots clés: Monge-Kantorovich problem; duality

Domaines: Analyse classique [math.CA]; Géométrie différentielle [math.DG]; Equations aux dérivées partielles [math.AP]; Probabilités [math.PR]

Mathias Beiglböck, Christian Léonard, Walter Schachermayer. On the Duality Theory for the Monge–Kantorovich Transport Problem. 2009. ⟨hal-00529646⟩