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:
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- DOI:10.5539/jmr.v3n2p66
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