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arXiv · 1504.02600

On the Role of Cylindrical Functions in Kantorovich duality

Martijn Zaal
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Abstract

We study the dual formulation of the Monge-Kantorovich optimal transportation problem, in particular under what circumstances it is permitted in an infinite dimensional setting to use cylindrical functions, i.e. functions of the form $\varphi\circ P$ where $P$ is a finite-rank operator and $\varphi$ is a smooth, compactly supported function. In the last section, some examples of applications are presented.

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Martijn Zaal. 2015-04-10. On the Role of Cylindrical Functions in Kantorovich duality. https://arxiv.org/abs/1504.02600

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