Article ID: | iaor20012946 |
Country: | United Kingdom |
Volume: | 36 |
Issue: | 2 |
Start Page Number: | 433 |
End Page Number: | 445 |
Publication Date: | Jun 1999 |
Journal: | Journal of Applied Probability |
Authors: | Rachev S.T., Olkin I. |
Keywords: | programming: linear |
We exhibit solutions of Monge–Kantorovich mass transportation problems with constraints on the support of the feasible transportation plans and additional capacity restrictions. The Hoeffding–Fréchet inequalities are extended for bivariate distribution functions having fixed marginal distributions and satisfying additional constraints. Sharp bounds for different probabilistic functionals (e.g.