The multistochastic Monge-Kantorovich problem

Abstract

The multistochastic Monge–Kantorovich problem on the product $X = \prod_{i=1}^n X_i$ of $n$ spaces is a generalization of the multimarginal Monge–Kantorovich problem. For a given integer number $1 \le k< n$ we consider the minimization problem $\int c d \pi \to \inf$ on the space of measures with fixed projections onto every $X_{i_1} \times \dots \times X_{i_k}$ for arbitrary set of $k$ indices ${i_1, \dots, i_k} \subset {1, \dots, n}$. In this paper we study basic properties of the multistochastic problem, including well-posedness, existence of a dual solution, boundedness and continuity of a dual solution.