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On Optimal Multivariate Couplings

In: Distributions with given Marginals and Moment Problems

Author

Listed:
  • L. Rüschendorf

    (University of Freiburg, Institut für Mathematische Stochastik)

  • L. Uckelmann

    (University of Freiburg, Institut für Mathematische Stochastik)

Abstract

As consequence of a characterization of optimal multivariate coupling (transportation) problems we obtain the existence of optimal Monge solutions as well as an explicit construction method for optimal transportation plans in the case that one mass distribution is discrete. We also give a new characterization of an extension of the transportation problem with more than two mass distributions involved.

Suggested Citation

  • L. Rüschendorf & L. Uckelmann, 1997. "On Optimal Multivariate Couplings," Springer Books, in: Viktor Beneš & Josef Štěpán (ed.), Distributions with given Marginals and Moment Problems, pages 261-273, Springer.
    • Handle: RePEc:spr:sprchp:978-94-011-5532-8_31
    DOI: 10.1007/978-94-011-5532-8_31
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