On Sudakov's type decomposition of transference plans with norm costs

preprint2014arXivOpen access

Abstract

We consider the original strategy proposed by Sudakov for solving the Monge transportation problem with norm cost ∣⋅∣D∗|\cdot|_{D^*} min⁡{∫∣T(x)−x∣D∗dμ(x), T:Rd→Rd, ν=T#μ}, \min \bigg\{\int |\mathtt T(x) - x|_{D^*} dμ(x), \ \mathtt T : \mathbb R^d \to \mathbb R^d, \ ν= \mathtt T_\# μ\bigg\}, with μμ, νν probability measures in Rd\mathbb R^d and μμ absolutely continuous w.r.t. Ld\mathcal L^d. The key idea in this approach is to decompose (via disintegration of measures) the Kantorovich optimal transportation problem into a family of transportation problems in Za×RdZ_\mathfrak a\times\mathbb R^d, where {Za}a∈A⊂Rd\{Z_\mathfrak a\}_{\mathfrak a\in\mathfrak A} \subset \mathbb R^d are disjoint regions such that the construction of an optimal map Ta:Za→Rd\mathtt T_\mathfrak a : Z_\mathfrak a \to \mathbb R^d is simpler than in the original problem, and then to obtain T\mathtt T by piecing together the maps Ta\mathtt T_\mathfrak a. In this paper we show how the original idea of Sudakov can be successfully implemented. The results yield a complete characterization of the Kantorovich optimal transportation problem, whose straightforward corollary is the solution of the Monge problem in each set ZaZ_\mathfrak a and then in Rd\mathbb R^d. The strategy is sufficiently powerful to be applied to other optimal transportation problems.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.