Abstract

The multistochastic Monge–Kantorovich problem on the product X=∏i=1nXi of n spaces is a generalization of the multimarginal Monge–Kantorovich problem. For a given integer number 1≤k<n we consider the minimization problem ∫cdπ→inf on the space of measures with fixed projections onto every Xi1×…×Xik for arbitrary set of k indices {i1,…,ik}⊂{1,…,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.

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