2024-03-28T23:05:47Zhttps://eprints.lib.hokudai.ac.jp/dspace-oai/requestoai:eprints.lib.hokudai.ac.jp:2115/694822022-11-17T02:08:08Zhdl_2115_45007hdl_2115_116A Simple Proof of Duality Theorem for Monge-Kantorovich ProblemMikami, Toshio410We 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.Department of Mathematics, Hokkaido UniversityDepartmental Bulletin Paperapplication/pdfhttp://hdl.handle.net/2115/69482info:doi/10.14943/83828https://eprints.lib.hokudai.ac.jp/dspace/bitstream/2115/69482/1/pre677.pdfHokkaido University Preprint Series in Mathematics677162004-12-14engpublisher