Monge optimal transport problem

Given a cost $c$ and probability measures $\mu ,\nu$, the Monge problem minimizes $\int c(x,T(x))d\mu (x)$ over measurable transport maps with pushforward measure $T_{\#}\mu =\nu$. The feasible set may be empty because a map cannot split an atom of a measure.

A transport map from $\mu$ to $\nu$ is a measurable function $T$ satisfying $T_{\#}\mu =\nu$. Its graph defines the transport plan $(\mathrm{Id},T{)}_{\#}\mu$.

When source and target have continuous strictly increasing cumulative distributions, all transport maps are obtained by choosing a Lebesgue-measure-preserving map $S$ on the unit interval. The maps $F$ and $G$ turn the two measures into uniform measure. The choice $S=\mathrm{id}$ gives the monotone rearrangement.