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Trivial Cases for the Kantorovitch Problem

Published online by Cambridge University Press:  15 August 2002

Serge Dubuc
Affiliation:
Département de Mathématiques et de Statistique, Université de Montréal, C.P. 6128, Succ. Centre-Ville, Montréal, Québec, Canada H3C 3J7.
Issa Kagabo
Affiliation:
Département de Mathématiques et de Statistique, Université de Montréal, C.P. 6128, Succ. Centre-Ville, Montréal, Québec, Canada H3C 3J7.
Patrice Marcotte
Affiliation:
Département d'Informatique et de Recherche Opérationnelle, Université de Montréal, C.P. 6128, Succ. Centre Ville, Montréal, Québec, Canada H3C 3J7.
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Abstract

Let X and Y be two compact spaces endowed with respective measures μ and ν satisfying the condition µ(X) = v(Y). Let c be a continuous function on the product space X x Y. The mass transfer problem consists in determining a measure ξ on X x Y whose marginals coincide with μ and ν, and such that the total cost ∫ ∫ c(x,y)dξ(x,y) be minimized. We first show that if the cost function c is decomposable, i.e., can be represented as the sum of two continuous functions defined on X and Y, respectively, then every feasible measure is optimal. Conversely, when X is the support of μ and Y the support of ν and when every feasible measure is optimal, we prove that the cost function is decomposable.

Type
Research Article
Copyright
© EDP Sciences, 2000

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