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. read more

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Optimization and Control Probability