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From the Schrödinger problem to the Monge–Kantorovich problem

✍ Scribed by Christian Léonard


Book ID
113710198
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
323 KB
Volume
262
Category
Article
ISSN
0022-1236

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📜 SIMILAR VOLUMES


Optimal maps for the multidimensional Mo
✍ Wilfrid Gangbo; Andrzej Święch 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 261 KB

Let µ1, . . . , µN be Borel probability measures on R d . Denote by Γ(µ1, . . . , µN ) the set of all N -tuples T = (T1, . . . , TN ) such that Ti : R d → R d (i = 1, . . . , N) are Borel-measurable and satisfy µ1[T -1 i (V )] = µi[V ] for all Borel V ⊂ R d . The multidimensional Monge-Kantorovich p