The Nonlinear Kantorovich Transportation Problem with Nonconvex Costs

Abstract

The paper is devoted to the study of the Kantorovich optimal transportation problem with nonlinear cost functional generated by a cost function depending on the conditional measures of the transport plan. The case of a cost function nonconvex in the second argument is considered. It is proved that this nonlinear Kantorovich problem with general cost function on a Souslin space can be reduced to the same problem with a convex cost function.