Abstract:
In this note, we study the Kantorovich problem of optimal transportation of measures on metric spaces in the case where the cost function and marginal distributions depend on a parameter from a metric space. It is shown that the Hausdorff distance between the sets of probability measures with given marginals can be estimated by the distances between the marginals. As a corollary, it is proved that the cost of optimal transportation is continuous with respect to the parameter if the cost function and marginal distributions are continuous in this parameter.
Keywords:Kantorovich problem, Kantorovich metric, optimal plan, Hausdorff distance, continuity with respect to a parameter.
UDC:517.987
Presented:V. V. Kozlov Received: 01.06.2022 Revised: 30.10.2022 Accepted: 17.11.2022