Monge-Kantorovich's duality for separable Baire measures in completely regular Hausdorff spaces

Abstract

We generalize the classical Monge-Kantorovich duality--typically established for tight (Radon) probability measures--to separable Baire probability measures, which are strictly more general than tight measures on completely regular Hausdorff spaces. Within this broader framework, we also demonstrate the existence of solutions.

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