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
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