Sufficiency of $\boldsymbol{c}$ -cyclical monotonicity in a class of multi-marginal optimal transport problems

Abstract

$c$ -cyclical monotonicity is the most important optimality condition for an optimal transport plan. While the proof of necessity is relatively easy, the proof of sufficiency is often more difficult or even elusive. We present here a new approach, and we show how known results are derived in this new framework and how this approach allows to prove sufficiency in situations previously not treatable.

Keywords

• Monge–Kantorovich problem
• Optimality condition
• c-cyclical monotonicity
• ∞-cyclical monotonicity
• Kantorovich potentials
• 49J45
• 49N15
• 49K21
• 49K27
• 49Q22