We formulate and study an optimal transportation problem with infinitely many marginals; this is a natural extension of the multi-marginal problem studied by Gangbo and Swiech [14]. We prove results on the existence, uniqueness and characterization of the optimizer, which are natural extensions of the results in [14]. The proof relies on a relationship between this problem and the problem of finding barycenters in the Wasserstein space, a connection first observed for finitely many marginals by Agueh and Carlier [1].
M1×M2c(x 1 , x 2 )dγ Equivalently, one can formulate this problem using more probabilistic language. Here one looks for an M 1 × M 2 valued random variable (X 1 , X 2 ), such that lawX i = µ i , for i = 1, 2, which minimizes the expectation: