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Mass transportation problems with capacity constraints

  • S. T. Rachev (a1) and I. Olkin (a2)


We exhibit solutions of Monge–Kantorovich mass transportation problems with constraints on the support of the feasible transportation plans and additional capacity restrictions. The Hoeffding–Fréchet inequalities are extended for bivariate distribution functions having fixed marginal distributions and satisfying additional constraints. Sharp bounds for different probabilistic functionals (e.g. L p -distances, covariances, etc.) are given when the family of joint distribution functions has prescribed marginal distributions, satisfies restrictions on the support, and is bounded from above, or below, by other distributions.


Corresponding author

Postal address: Statistics and Applied Probability, University of California, Santa Barbara, CA 93106–3110, USA.
∗∗ Postal address: Department of Statistics, Stanford University, Stanford, CA 94305–4065, USA. Supported in part by National Science Foundation.


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Supported in part by Econometric Institute, Erasmus University, Rotterdam and the Alexander von Humboldt Foundation.



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Mass transportation problems with capacity constraints

  • S. T. Rachev (a1) and I. Olkin (a2)


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