Chennai Mathematical Institute

Seminars




3.30 p.m.
On Monge - Kantorovich Duality spaces

D. Ramachandran
California State University, Sacramento.
18-01-10


Abstract

Duality theorem which guarantee existence of an equilibrium has a wide variety of applications in game theory, linear programming, statistics and economics. Probability spaces that guarantee the validity of the duality theorem (called strong duality spaces) are characterized. The characterization theorem connects various properties regarding extension of probabilities on product spaces with prescribed marginals. This talk will center around ideas from probabilistic measure theory.





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