Optimal Transportation of Vector-Valued Measures

15 Jan 2019 · Bacon Xavier SAMM ·

Given two n-dimensional measures $\mu$ and $\nu$ 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.