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" Optimal transport methods in economics / "
Alfred Galichon.
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BL
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| Record Number
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879960
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| Main Entry
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Galichon, Alfred
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| Title & Author
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Optimal transport methods in economics /\ Alfred Galichon.
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| Publication Statement
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Princeton :: Princeton University Press,, [2016]
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, ©2016
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| Page. NO
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1 online resource (xii, 170 pages) :: illustrations
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| ISBN
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1400883598
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: 9781400883592
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0691172765
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9780691172767
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| Bibliographies/Indexes
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Includes bibliographical references (pages 161-168) and index.
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| Contents
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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.
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| Abstract
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"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 problems in applied economics, such as the matching between job seekers and jobs, the determinants of real estate prices, and the formation of matrimonial unions. This is the first text to develop clear applications of optimal transport to economic modeling, statistics, and econometrics. It covers the basic results of the theory as well as their relations to linear programming, network flow problems, convex analysis, and computational geometry. Emphasizing computational methods, it also includes programming examples that provide details on implementation. Applications include discrete choice models, models of differential demand, and quantile-based statistical estimation methods, as well as asset pricing models. Authoritative and accessible, Optimal Transport Methods in Economics also features numerous exercises throughout that help you develop your mathematical agility, deepen your computational skills, and strengthen your economic intuition. The first introduction to the subject written especially for economistsIncludes programming examplesFeatures numerous exercises throughoutIdeal for students and researchers alike."--Provided by publisher.
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| Subject
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Economics-- Mathematical models.
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Transportation problems (Programming)
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BUSINESS ECONOMICS-- Economics-- General.
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BUSINESS ECONOMICS-- Reference.
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Economics-- Mathematical models.
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Transportation problems (Programming)
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| Dewey Classification
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330.01/51
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| LC Classification
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HB135.G355 2016eb
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