On the Role of Cylindrical Functions in Kantorovich duality
Functional Analysis
2015-04-13 v1 Probability
Abstract
We study the dual formulation of the Monge-Kantorovich optimal transportation problem, in particular under what circumstances it is permitted in an infinite dimensional setting to use cylindrical functions, i.e. functions of the form where is a finite-rank operator and is a smooth, compactly supported function. In the last section, some examples of applications are presented.
Keywords
Cite
@article{arxiv.1504.02600,
title = {On the Role of Cylindrical Functions in Kantorovich duality},
author = {Martijn Zaal},
journal= {arXiv preprint arXiv:1504.02600},
year = {2015}
}