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The Monge-Kantorovich problem: achievements, connections, and perspectives

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© 2012 Russian Academy of Sciences, (DoM) and London Mathematical Society, Turpion Ltd
, , Citation Vladimir I Bogachev and Aleksandr V Kolesnikov 2012 Russ. Math. Surv. 67 785 DOI 10.1070/RM2012v067n05ABEH004808

0036-0279/67/5/785

Abstract

This article gives a survey of recent research related to the Monge-Kantorovich problem. Principle results are presented on the existence of solutions and their properties both in the Monge optimal transportation problem and the Kantorovich optimal plan problem, along with results on the connections between both problems and the cases when they are equivalent. Diverse applications of these problems in non-linear analysis, probability theory, and differential geometry are discussed.

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10.1070/RM2012v067n05ABEH004808