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- W2382577904 abstract "This note establishes that a generalization of $c$-cyclical monotonicity from the Monge-Kantorovich problem with two marginals gives rise to a sufficient condition for optimality also in the multi-marginal version of that problem. To obtain the result, the cost function is assumed to be bounded by a sum of integrable functions. The proof rests on ideas from martingale transport." @default.
- W2382577904 created "2016-06-24" @default.
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- W2382577904 date "2016-01-21" @default.
- W2382577904 modified "2023-09-27" @default.
- W2382577904 title "$c$-cyclical monotonicity as a sufficient criterion for optimality in the multi-marginal Monge-Kantorovich problem" @default.
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