Optimal Transportation of Vector-Valued Measures
Optimization and Control
2019-01-16 v1 Probability
Abstract
Given two n-dimensional measures and on Polish spaces, we propose an optimal transportation's formulation, inspired by classical Kan-torovitch's formulation in the scalar case. In particular, we established a strong duality result and as a consequence, optimality conditions are investigated. Wasserstein's metrics induced by our formulation are also investigated.
Keywords
Cite
@article{arxiv.1901.04765,
title = {Optimal Transportation of Vector-Valued Measures},
author = {Xavier Bacon},
journal= {arXiv preprint arXiv:1901.04765},
year = {2019}
}