Optimal transportation of measures with a parameter

Vladimir Bogachev; Svetlana Popova

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arXiv · 2111.13014

Optimal transportation of measures with a parameter

Vladimir Bogachev·Svetlana Popova

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Abstract

We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of probability measures with given marginals is estimated via the distances between the marginals themselves. The continuity of the cost of optimal transportation with respect to the parameter is proved in the case of continuous dependence of the cost function and marginal distributions on this parameter. Existence of approximate optimal plans continuous with respect to the parameter is established. It is shown that the optimal plan is continuous with respect to the parameter in case of uniqueness. Examples are constructed when there is no continuous selection of optimal plans. Finally, a general result on convergence of Monge optimal mappings is proved.

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Vladimir Bogachev, Svetlana Popova. 2021-11-25. Optimal transportation of measures with a parameter. https://arxiv.org/abs/2111.13014

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