Abstract
It is shown that duality theorems for marginal problems that hold in the decomposable case for all bounded Borei measurable functions extend to the indecomposable case, if the function under consideration is upper semicontinuous, but may fail, if it is lower semicontinuous.
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© 1991 Springer Science+Business Media Dordrecht
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Kellerer, H.G. (1991). Indecomposable Marginal Problems. In: Dall’Aglio, G., Kotz, S., Salinetti, G. (eds) Advances in Probability Distributions with Given Marginals. Mathematics and Its Applications, vol 67. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-3466-8_8
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DOI: https://doi.org/10.1007/978-94-011-3466-8_8
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