The multistsochastic Monge--Kantorovich problem on the product $X = \prod_{ i=1}^n X_i$ of $n$ spaces is a generalization of the multimarginal Monge--Kantorovich problem. For a given integer number $1 \le k<n$ we consider the minimization problem $\int c d \pi \to \inf$ of the space of measures with fixed projections onto every $X_{ i_1} \times \dots \times X_{ i_k}$ for arbitrary set of $k$ indices $\{ i_1, \dots, i_k\} \subset \{ 1, \dots, n\}$. In this paper we study basic properties of the multistochastic problem, including well-posedness, existence of a dual solution, boundedness and continuity of a dual solution.
Categories: math.FA