摘要
In this article, we prove the existence of a stochastic optimal transference plan for a stochastic Monge-Kantorovich problem by measurable selection theorem. A stochastic version of Kantorovich duality and the characterization of stochastic optimal transference plan are also established. Moreover, Wasserstein distance between two probability kernels is also discussed.
| 源语言 | 英语 |
|---|---|
| 页（从-至） | 71-84 |
| 页数 | 14 |
| 期刊 | Stochastics |
| 卷 | 85 |
| 期 | 1 |
| DOI | |
| 出版状态 | 已出版 - 2月 2013 |
| 已对外发布 | 是 |
指纹
探究 'Stochastic Monge-Kantorovich problem and its duality' 的科研主题。它们共同构成独一无二的指纹。引用此
Zhang, X. (2013). Stochastic Monge-Kantorovich problem and its duality. Stochastics, 85(1), 71-84. https://doi.org/10.1080/17442508.2011.624627