On the Duality Theory for the Monge--Kantorovich Transport Problem
Mathias Beiglboeck, Christian Leonard, Walter Schachermayer
TL;DR
This paper explains the duality theory for the Monge-Kantorovich transport problem in an elementary setting and provides illustrative examples to complement the theoretical results.
Contribution
It offers an accessible explanation of the duality theory and introduces two examples that enhance understanding of the Monge-Kantorovich problem.
Findings
Clarifies duality methods in a simple setting
Provides two illustrative examples
Complements existing duality theorems
Abstract
The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.
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