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Why can this maximization problem attain the value $+infty$?


As we prove that these two topologies in measures space $mathcalM(mathbbX)$ are really equals?Metrizability of weak convergence by the bounded Lipschitz metricBounded Lipschitz Metric on Space of Positive MeasuresConnection between weak topology in probability and weak* topology in functional analysisRadon measures and Holder distributionsOptimal Transport PDE formulationApplication of Grönwall's inequalityShow that $iint_X times Yvarphi(x)k(x,y)psi(y) d(mu times nu)=int_Y Big[int_Xvarphi(x)k(x,y)dmu Big] psi(y) dnu$Legendre-Fenchel transformation for $varphi, Big(,x, ,, f,big(,Phi,(,x,),big),Big)$.Rudin's RCA; Exercise 3.4 Part (b) Only













1












$begingroup$


Let $X$ and $Y$ be Polish spaces equipped with probability measures $mu$ and $nu$, respectively. Let $gamma$ be a measure on $X times Y$. Consider the maximization problem
$$
sup_varphi,psi Biggint_X varphi , dmu + int_Y psi , dnu - int_X times Y big( varphi(x) + psi(y) big) , dgammaBigg
$$

over all bounded and continuous functions $varphi,psi$.



Why can this maximization problem always attain the value $+infty$ for every initial choices of $mu,nu,gamma$?










share|cite|improve this question









$endgroup$
















    1












    $begingroup$


    Let $X$ and $Y$ be Polish spaces equipped with probability measures $mu$ and $nu$, respectively. Let $gamma$ be a measure on $X times Y$. Consider the maximization problem
    $$
    sup_varphi,psi Biggint_X varphi , dmu + int_Y psi , dnu - int_X times Y big( varphi(x) + psi(y) big) , dgammaBigg
    $$

    over all bounded and continuous functions $varphi,psi$.



    Why can this maximization problem always attain the value $+infty$ for every initial choices of $mu,nu,gamma$?










    share|cite|improve this question









    $endgroup$














      1












      1








      1





      $begingroup$


      Let $X$ and $Y$ be Polish spaces equipped with probability measures $mu$ and $nu$, respectively. Let $gamma$ be a measure on $X times Y$. Consider the maximization problem
      $$
      sup_varphi,psi Biggint_X varphi , dmu + int_Y psi , dnu - int_X times Y big( varphi(x) + psi(y) big) , dgammaBigg
      $$

      over all bounded and continuous functions $varphi,psi$.



      Why can this maximization problem always attain the value $+infty$ for every initial choices of $mu,nu,gamma$?










      share|cite|improve this question









      $endgroup$




      Let $X$ and $Y$ be Polish spaces equipped with probability measures $mu$ and $nu$, respectively. Let $gamma$ be a measure on $X times Y$. Consider the maximization problem
      $$
      sup_varphi,psi Biggint_X varphi , dmu + int_Y psi , dnu - int_X times Y big( varphi(x) + psi(y) big) , dgammaBigg
      $$

      over all bounded and continuous functions $varphi,psi$.



      Why can this maximization problem always attain the value $+infty$ for every initial choices of $mu,nu,gamma$?







      real-analysis analysis optimization supremum-and-infimum maxima-minima






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










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