Journal of Convex Analysis 14 (2007), No. 3, 647--655
Copyright Heldermann Verlag 2007
On Monge's Problem for Bregman-like Cost Functions
Guillaume Carlier
Université Paris Dauphine, CEREMADE, Pl. de Lattre de Tassigny, 75775 Paris 16, France
carlier@ceremade.dauphine.fr
Chloé Jimenez
Université Paris Dauphine, CEREMADE, Pl. de Lattre de Tassigny, 75775 Paris 16, France
jimenez@ceremade.dauphine.fr
We consider Monge's optimal transportation in the case where the transportation cost is the symmetric part of the Bregman distance associated to some smooth and strictly convex function. We prove existence, uniqueness and characterize the solutions.
[ Fulltext-pdf (107 KB)] for subscribers only.