The Monge-Kantorovich mass transportation problem

Abstract

The Monge mass transportation problem was stated by French Mathematician, G. Monge [6]. After that Soviet Mathematician Leonid Kantorovich [4] published a relaxed version of the problem, namely the Monge-Kantorovich mass transportation problem. This paper is concerned with the de nitions and relations of problems and the existence, the uniqueness and the characterization of solutions to problems for some speci c cases. We will consider three type of function, namely the quadratic, strictly convex and strictly concave cost functions. The Kantorovich Duality and cyclical monotonicity will be main tools to prove results.