The decomposition of optimal transportation problems with convex cost
Abstract
Given a positive l.s.c. convex function and an optimal transference plane for the transportation problem \begin{equation*} \int \mathtt c(x'-x) \pi(dxdx'), \end{equation*} we show how the results of \cite{biadan} on the existence of a \emph{Sudakov decomposition} for norm cost can be extended to this case. More precisely, we prove that there exists a partition of into a family of disjoint sets together with the projection on of proper extremal faces of , and , such that - is relatively open in its affine span, and has affine dimension ; \item has affine dimension and is parallel to ; - , and the disintegration of , , w.r.t. has conditional probabilities ; - the sets are essentially cyclically connected and cannot be further decomposed. \end{list} The last point is used to prove the existence of an optimal transport map. The main idea is to recast the problem in with an -homogeneous norm and to extend the regularity estimates of \cite{biadan} to this case.
Cite
@article{arxiv.1409.0515,
title = {The decomposition of optimal transportation problems with convex cost},
author = {Stefano Bianchini and Mauro Bardelloni},
journal= {arXiv preprint arXiv:1409.0515},
year = {2014}
}
Comments
48 pages, 16 figures