Abstract:
In this note, we study the Kantorovich problem of optimal transportation of measures on metric spaces in the case where the cost function and marginal distributions depend on a parameter from a metric space. It is shown that the Hausdorff distance between the sets of probability measures with given marginals can be estimated by the distances between the marginals. As a corollary, it is proved that the cost of optimal transportation is continuous with respect to the parameter if the cost function and marginal distributions are continuous in this parameter.
Keywords:
Kantorovich problem, Kantorovich metric, optimal plan, Hausdorff distance, continuity with respect to a parameter.
Citation:
V. I. Bogachev, S. N. Popova, “On Kantorovich problems with a parameter”, Dokl. RAN. Math. Inf. Proc. Upr., 507 (2022), 26–28; Dokl. Math., 106:3 (2022), 426–428