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A Rockafellar-type theorem for non-traditional costs

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We present a new approach to the problem of existence of a potential for the optimal transport problem with respect to non-traditional cost functions, that is, costs that may assume… Click to show full abstract

We present a new approach to the problem of existence of a potential for the optimal transport problem with respect to non-traditional cost functions, that is, costs that may assume infinite values. We define a notion of c-path-boundedness, and prove that this property characterizes sets that are contained in the c-subgradient of a c-class function. We provide an example of a c-cyclically monotone set which does not admit a potential, and on the other hand, we present cases where c-path-boundedness is implied by c-cyclic monotonicity. Our method also gives a new proof for the Rockafellar-Ruschendorf theorem.

Keywords: rockafellar type; theorem non; theorem; type theorem; traditional costs; non traditional

Journal Title: Advances in Mathematics
Year Published: 2022

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