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Kantorovich's functionals in space of measures

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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 177))

Abstract

We investigate relationships between Kantorovich's functionals arising from mass transportation problems. Compactness, completeness and merging criteria w.r.t. Kantorovich's functionals are considered. Applications to the problems of best classification and best allocation policy are given.

Research supported by NATO Grant CRG900798.

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Ioannis Karatzas Daniel Ocone

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© 1992 Springer-Verlag

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Rachev, S.T., Taksar, M. (1992). Kantorovich's functionals in space of measures. In: Karatzas, I., Ocone, D. (eds) Applied Stochastic Analysis. Lecture Notes in Control and Information Sciences, vol 177. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007062

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  • DOI: https://doi.org/10.1007/BFb0007062

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-55296-3

  • Online ISBN: 978-3-540-47017-5

  • eBook Packages: Springer Book Archive

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