A Simple Proof of Duality Theorem for Monge-Kantorovich Problem


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Please use this identifier to cite or link to this item:https://doi.org/10.14943/83828

Title:	A Simple Proof of Duality Theorem for Monge-Kantorovich Problem
Authors:	Mikami, Toshio Browse this author
Issue Date:	14-Dec-2004
Publisher:	Department of Mathematics, Hokkaido University
Journal Title:	Hokkaido University Preprint Series in Mathematics
Volume:	677
Start Page:	1
End Page:	6
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.
Type:	bulletin (article)
URI:	http://hdl.handle.net/2115/69482
Appears in Collections:	理学院・理学研究院 (Graduate School of Science / Faculty of Science) > Hokkaido University Preprint Series in Mathematics

Submitter: 数学紀要登録作業用

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