Optimal Solutions of Multivariate Coupling Problems

@inproceedings{Uschendorf1995OptimalSO,
  title={Optimal Solutions of Multivariate Coupling Problems},
  author={Ludger R Uschendorf},
  year={1995}
}
  • Ludger R Uschendorf
  • Published 1995
Some necessary and some suucient conditions are established for the explicit construction and characterization of optimal solutions of multivariate transportation (coupling) problems. The proofs are based on ideas from duality theory and nonconvex optimization theory. Applications are given to multivariate optimal coupling problems w.r.t. minimaì p-type metrics, where fairly explicit and complete characterizations of optimal transportation plans (couplings) are obtained. The results are of… CONTINUE READING
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