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Lecture
Optimal Transport: Prokhorov Theorem
In course
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Description
This lecture covers the Prokhorov Theorem in the context of Optimal Transport, discussing the concept of relatively compact sets, tightness, and narrow convergence. The instructor explains the conditions for c-cyclical monotonicity and provides a heuristic approach for optimality. The lecture emphasizes the importance of support sets and rigorous definitions in proving optimality conditions.
Official source
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