Before revision:  We  consider the existence of a probability measure P on \Omega such that P has the given marginals \alpha and \beta and satisfies some other convex transport constraints, which is given by \Gamma\kP\kP .
After revision:  We consider the existence of a probability measure P on \Omega such that P has the given marginals \alpha and \beta and satisfies some other convex transport constraints, which is given by \Gamma\kP\kP(\Omega) is the set of probability measures on \Omega .