Open Access
March 2006 A simple proof of duality theorem for Monge-Kantorovich problem
Toshio Mikami
Kodai Math. J. 29(1): 1-4 (March 2006). DOI: 10.2996/kmj/1143122381

Abstract

We give a simple proof of the duality theorem for the Monge-Kantorovich problem in the Euclidean setting. The selection lemma which is useful in the theory of stochastic optimal controls plays a crucial role.

Citation

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Toshio Mikami. "A simple proof of duality theorem for Monge-Kantorovich problem." Kodai Math. J. 29 (1) 1 - 4, March 2006. https://doi.org/10.2996/kmj/1143122381

Information

Published: March 2006
First available in Project Euclid: 23 March 2006

zbMATH: 1113.49039
MathSciNet: MR2222161
Digital Object Identifier: 10.2996/kmj/1143122381

Rights: Copyright © 2006 Tokyo Institute of Technology, Department of Mathematics

Vol.29 • No. 1 • March 2006
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