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Optimal transport methods in economics /
"Optimal Transport Methods in Economics is the first textbook on the subject written especially for students and researchers in economics. Optimal transport theory is used widely to solve problems in mathematics and some areas of the sciences, but it can also be used to understand a range of pr...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton :
Princeton University Press,
[2016]
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 1 Introduction ; 1.1 A Number of Economic Applications ; 1.2 A Mix of Techniques ; 1.3 Brief History ; 1.4 Literature ; 1.5 About These Notes ; 1.6 Organization of This Book ; 1.7 Notation and Conventions ; 2 Monge-Kantorovich Theory ; 2.1 Couplings 2.2 Optimal Couplings ; 2.3 Monge-Kantorovich Duality ; 2.4 Equilibrium ; 2.5 A Preview of Applications ; 2.6 Exercises ; 2.7 References and Notes ; 3 The Discrete Optimal Assignment Problem ; 3.1 Duality ; 3.2 Stability ; 3.3 Pure Assignments ; 3.4 Computation via Linear Programming 3.5 Exercises ; 3.6 References and Notes ; 4 One-Dimensional Case ; 4.1 Copulas and Comonotonicity ; 4.2 Supermodular Surplus ; 4.3 The Wage Equation ; 4.4 Numerical Computation ; 4.5 Exercises ; 4.6 References and Notes ; 5 Power Diagrams ; 5.1 Hotelling's Location Model 5.2 Capacity Constraints ; 5.3 Computation via Convex Optimization ; 5.4 Exercises ; 5.5 References and Notes ; 6 Quadratic Surplus ; 6.1 Convex Analysis from the Point of View of Optimal Transport ; 6.2 Main Results ; 6.3 Vector Quantiles ; 6.4 Polar Factorization 6.5 Computation by Discretization ; 6.6 Exercises ; 6.7 References and Notes ; 7 More General Surplus ; 7.1 Generalized Convexity ; 7.2 The Main Results ; 7.3 Computation by Entropic Regularization ; 7.4 Exercises ; 7.5 References and Notes.