Finitely additive mass transportation
Finitely additive mass transportation
Some classical mass transportation problems are investigated in a finitely additive setting. Let Ω= ∏i=1nΩi and A=⊗i=1nAi, where (Ωi,Ai,μi) is a (σ-additive) probability space for i=1,…,n. Let c:Ω→[0,∞] be an A-measurable cost function. Let M be the collection of finitely additive probabilities on A with marginals μ1,…,μn. If couplings are …