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Note on the optimal transportation of distributions
Authors:C. S. Smith  M. Knott
Affiliation:(1) Department of Statistics, London School of Economics, London, England
Abstract:We extend our work on the optimal mapping of distributions in three directions: (a) we consider any set-valued mapping, not just diffeomorphisms; (b) we distinguish between weak and strong optimality, and identify strong optimality with cyclic monotonicity; and (c) we prove that, under some restrictions, a weakly optimal mapping has the subgradient property.
Keywords:Marginal distributions  cyclic monotonicity  subgradient mappings
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