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arXiv 2008.07926math.FA
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多随机Monge-Kantorovich问题

The multistochastic Monge-Kantorovich problem

Nikita A. Gladkov, Alexander V. Kolesnikov, Alexander P. Zimin

摘要:

$n$空间的乘积$X = \prod_{i=1}^n X_i$上的多重随机Monge-Kantorovich问题是多重边际Monge-Kantorovich问题的推广.对于给定的整数$1 \le k<n$,我们考虑了任意$k$指标集$\{i_1, \dots, i_k\} \subset \{1, \dots, n\}$在每个$X_{i_1} \times \dots \times X_{i_k}$上具有固定投影的测度空间的极小化问题$\int c d π\to \inf$.本文研究了多重随机问题的基本性质,包括适定性、对偶解的存在性、对偶解的有界性和连续性。

英文摘要:

The multistsochastic Monge--Kantorovich problem on the product $X = \prod_{i=1}^n X_i$ of $n$ spaces is a generalization of the multimarginal Monge--Kantorovich problem. For a given integer number $1 \le k<n$ we consider the minimization problem $\int c d π\to \inf$ of the space of measures with fixed projections onto every $X_{i_1} \times \dots \times X_{i_k}$ for arbitrary set of $k$ indices $\{i_1, \dots, i_k\} \subset \{1, \dots, n\}$. In this paper we study basic properties of the multistochastic problem, including well-posedness, existence of a dual solution, boundedness and continuity of a dual solution.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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