English

Duality Theorems in Ergodic Transport

Dynamical Systems 2015-06-03 v1 Optimization and Control Probability

Abstract

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 σ\sigma is the shift acting on Bernoulli space X={0,1}NX=\{0,1\}^\mathbb{N}, and, consider a fixed continuous cost function c:X×XRc:X \times X\to \mathbb{R}. Denote by Π\Pi the set of all Borel probabilities π\pi on X×XX\times X, such that, both its xx and yy marginal are σ\sigma-invariant probabilities. We are interested in the optimal plan π\pi which minimizes cdπ\int c d \pi among the probabilities on Π\Pi. We show, among other things, the analogous Kantorovich Duality Theorem. We also analyze uniqueness of the optimal plan under generic assumptions on cc. 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 cc 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 π\pi by convex combinations of plans such that the support projects in periodic orbits.

Keywords

Cite

@article{arxiv.1201.5301,
  title  = {Duality Theorems in Ergodic Transport},
  author = {Artur O. Lopes and Jairo K. Mengue},
  journal= {arXiv preprint arXiv:1201.5301},
  year   = {2015}
}
R2 v1 2026-06-21T20:09:36.546Z