论文标题

非传统成本的摇滚类型定理

A Rockafellar-type theorem for non-traditional costs

论文作者

Artstein-Avidan, Shiri, Sadovsky, Shay, Wyczesany, Katarzyna

论文摘要

在本说明中,我们提出了一种统一的方法,即有关非传统成本函数的最佳运输问题的存在问题,即假定无限值的成本。我们建立了一种新方法,该方法依赖于证明线性不平等的特殊(可能是无限)家族的可溶性。当该家族的索引集可计数时,我们就确保解决方案存在的系数给出了必要和充分的条件,并且在运输理论的设置中,我们称之为$ c $ path的态度。如果是无数索引集,则需要一个额外的假设来解决。在这种情况下,我们提出了足够的条件。我们注意到,任何承认潜力的集合都必须是$ c $ path的,并且这种情况取代了经典理论的$ c $ cyclic单调性,即何时实现成本。我们的方法还为Rockafellar,Rochet和Rüschendorf的经典结果提供了新的基本证明。

In this note, we present a unified approach to the problem of existence of a potential for the optimal transport problem with respect to non-traditional cost functions, that is, costs that assume infinite values. We establish a new method that relies on proving solvability of a special (possibly infinite) family of linear inequalities. When the index set of this family is countable, we give a necessary and sufficient condition on the coefficients that assures the existence of a solution, and which, in the setting of transport theory, we call $c$-path-boundedness. In the case of an uncountable index set, one needs an additional assumption for solvability. We propose a sufficient condition in this case. We note that any set admitting a potential must be $c$-path-bounded, and this condition replaces $c$-cyclic monotonicity from the classical theory, i.e. when the cost is real-valued. Our method also gives a new and elementary proof for the classical results of Rockafellar, Rochet and Rüschendorf.

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