Multivariate Monge-Kantorovich Transportation Problem

Yinfang Shen

Abstract


Monge-Kantorovich transportation problem in a bounded region of Euclidean space is transferred into a partial differential equations group. And then the explicit formula of the optimal coupling is achieved. The proofs are based on variational method from probability point of view.

Full Text: PDF DOI: 10.5539/jmr.v3n2p66

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Journal of Mathematics Research   ISSN 1916-9795 (Print)   ISSN 1916-9809 (Online)

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