The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.
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First Sentence:
This chapter provides a basic introduction to mass transportation problems (MTPs). Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
isotone with respect, mass transshipment problem, closed preorder, abstract duality theorem, nontopological version, transshipment plans, reduced cost function, arbitrary compact space, chance discretization, general duality theorem, minimal metrics, universally measurable functions, mass transportation problems, metrizable compact space, ideal metrics, functional val, sublevel sets, noncompact spaces, northwest corner rule, sxs sxs, radial transformation, mass transfer problem, separable metrizable space, continuous utility function, following duality theorem Key Phrases - Capitalized Phrases (CAPs): (learn more)
Difference of Marginals, Find Max New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
This chapter provides a basic introduction to mass transportation problems (MTPs). Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
isotone with respect, mass transshipment problem, closed preorder, abstract duality theorem, nontopological version, transshipment plans, reduced cost function, arbitrary compact space, chance discretization, general duality theorem, minimal metrics, universally measurable functions, mass transportation problems, metrizable compact space, ideal metrics, functional val, sublevel sets, noncompact spaces, northwest corner rule, sxs sxs, radial transformation, mass transfer problem, separable metrizable space, continuous utility function, following duality theorem Key Phrases - Capitalized Phrases (CAPs): (learn more)
Difference of Marginals, Find Max New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 52
books:
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- Functional Analysis by L. V. Kantorovich in Back Matter (1), Back Matter (2), and Back Matter (3)
- Probability in Banach Spaces: Isoperimetry and Processes (Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge A Series of Modern Surveys in Mathematics) by Michel Ledoux in Back Matter
- Moments in Probability and Approximation Theory (Chapman & Hall/CRC Research Notes in Mathematics Series) by George Anastassiou in Back Matter
- Convex Analysis (Princeton Landmarks in Mathematics and Physics) by Ralph Tyrell Rockafellar in Back Matter
- Random Sets and Integral Geometry (Probability & Mathematical Statistics) by F. Matheron in Back Matter
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