Optimal and better transport plans

We consider theMonge–Kantorovich transport problem in a purely measure theoretic setting, i.e. without imposing continuity assumptions on the cost function. It is known that transport plans which are concentrated on c-monotone sets are optimal, provided the cost function c is either lower semi-continuous and finite, or continuous and may possibly attain the value ∞. We show that this is true in a more general setting, in particular for merely Borel measurable cost functions provided that {c=∞} is the union of a closed set and a negligible set. In a previous paper Schachermayer and Teichmann considered strongly cmonotone transport plans and proved that every strongly c-monotone transport plan is optimal.We establish that transport plans are strongly c-monotone if and only if they satisfy a “better” notion of optimality called robust optimality. © 2009 Elsevier Inc. All rights reserved.