Duality for rectified cost functions

被引:3
|
作者
Beiglboeck, Mathias [2 ]
Pratelli, Aldo [1 ]
机构
[1] Univ Pavia, Dipartimento Matemat, I-27100 Pavia, Italy
[2] Univ Vienna, Fak Math, A-1090 Vienna, Austria
基金
奥地利科学基金会;
关键词
THEOREM;
D O I
10.1007/s00526-011-0449-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
It is well-known that duality in the Monge-Kantorovich transport problem holds true provided that the cost function c : X x Y -> [0, a] is lower semi-continuous or finitely valued, but it may fail otherwise. We present a suitable notion of rectification c (r) of the cost c, so that the Monge-Kantorovich duality holds true replacing c by c (r) . In particular, passing from c to c (r) only changes the value of the primal Monge-Kantorovich problem. Finally, the rectified function c (r) is lower semi-continuous as soon as X and Y are endowed with proper topologies, thus emphasizing the role of lower semi-continuity in the duality-theory of optimal transport.
引用
收藏
页码:27 / 41
页数:15
相关论文
共 50 条
  • [1] Duality for rectified cost functions
    Mathias Beiglböck
    Aldo Pratelli
    Calculus of Variations and Partial Differential Equations, 2012, 45 : 27 - 41
  • [2] Cost functions and duality for stochastic technologies
    Chambers, RG
    Quiggin, J
    AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1998, 80 (02) : 288 - 295
  • [3] DUALITY FOR BOREL MEASURABLE COST FUNCTIONS
    Beiglboeck, Mathias
    Schachermayer, Walter
    TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 2011, 363 (08) : 4203 - 4224
  • [4] The duality between production and cost functions: A new finding
    Sproule, R
    Vigneault, M
    ECONOMICS LETTERS, 1996, 51 (01) : 67 - 70
  • [5] Duality Between Multi-Output Production Correspondences and Cost Functions
    Abelardo Jordán
    Juan Enrique Martínez-Legaz
    Set-Valued and Variational Analysis, 2021, 29 : 915 - 929
  • [6] RECTIFIED ETHANOL PRODUCTION COST ANALYSIS
    Budimir, Nikola J.
    Jaric, Marko S.
    Jacimovic, Branislav M.
    Genic, Srbislav B.
    Jacimovic, Nikola B.
    THERMAL SCIENCE, 2011, 15 (02): : 281 - 292
  • [7] Duality Between Multi-Output Production Correspondences and Cost Functions
    Jordan, Abelardo
    Enrique Martinez-Legaz, Juan
    SET-VALUED AND VARIATIONAL ANALYSIS, 2021, 29 (04) : 915 - 929
  • [8] COST-FUNCTIONS AND PRODUCED MEANS OF PRODUCTION - DUALITY AND CAPITAL THEORY
    SALVADORI, N
    STEEDMAN, I
    CONTRIBUTIONS TO POLITICAL ECONOMY, 1985, 4 (MAR) : 79 - 90
  • [9] The opportunity cost of duality
    Fare, R
    Primont, D
    JOURNAL OF PRODUCTIVITY ANALYSIS, 1996, 7 (2-3) : 213 - 224
  • [10] INVEX FUNCTIONS AND DUALITY
    CRAVEN, BD
    GLOVER, BM
    JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES A-PURE MATHEMATICS AND STATISTICS, 1985, 39 (AUG): : 1 - 20