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Optimal transport methods in economics için kapak resmi
Başlık:
Optimal transport methods in economics
Yazar:
Galichon, Alfred, author
ISBN:
9780691172767
Yazar Ek Girişi:
Fiziksel Tanımlama:
xii, 170 pages : illustrations ; 25 cm
İçerik:
Preface xi1 Introduction 11.1 A Number of Economic Applications 11.2 A Mix of Techniques 31.3 Brief History 41.4 Literature 51.5 About These Notes 61.6 Organization of This Book 71.7 Notation and Conventions 92 Monge-Kantorovich Theory 112.1 Couplings 112.2 Optimal Couplings 132.3 Monge-Kantorovich Duality 142.4 Equilibrium 182.5 A Preview of Applications 192.6 Exercises 222.7 References and Notes 233 The Discrete Optimal Assignment Problem 243.1 Duality 253.2 Stability 263.3 Pure Assignments 273.4 Computation via Linear Programming 293.5 Exercises 323.6 References and Notes 334 One-Dimensional Case 344.1 Copulas and Comonotonicity 354.2 Supermodular Surplus 364.3 The Wage Equation 404.4 Numerical Computation 424.5 Exercises 434.6 References and Notes 445 Power Diagrams 455.1 Hotelling's Location Model 455.2 Capacity Constraints 485.3 Computation via Convex Optimization 535.4 Exercises 545.5 References and Notes 566 Quadratic Surplus 576.1 Convex Analysis from the Point of View of Optimal Transport 576.2 Main Results 606.3 Vector Quantiles 636.4 Polar Factorization 656.5 Computation by Discretization 686.6 Exercises 696.7 References and Notes 707 More General Surplus 727.1 Generalized Convexity 727.2 The Main Results 767.3 Computation by Entropic Regularization 787.4 Exercises 797.5 References and Notes 808 Transportation on Networks 818.1 Setup 828.2 Optimal Flow Problem 878.3 Integrality 908.4 Computation via Linear Programming 918.5 Exercises 938.6 References and Notes 949 Some Applications 959.1 Random Sets and Partial Identification 959.2 Identification of Discrete Choice Models 989.3 Hedonic Equilibrium 1019.4 Identification via Vector Quantile Methods 1049.5 Vector Quantile Regression 1069.6 Implementable Mechanisms 1109.7 No-Arbitrage Pricing of Financial Derivatives 1159.8 References and Notes 11710 Conclusion 11810.1 Mathematics 11810.2 Computation 11910.3 Duality 12010.4 Toward a Theory of "Equilibrium Transport" 12210.5 References and Notes 123A Solutions to the Exercises 125A.1 Solutions for Chapter 2 125A.2 Solutions for Chapter 3 128A.3 Solutions for Chapter 4 130A.4 Solutions for Chapter 5 133A.5 Solutions for Chapter 6 137A.6 Solutions for Chapter 7 139A.7 Solutions for Chapter 8 141B Linear Programming 144B.1 Minimax Theorem 144B.2 Duality 144B.3 Link with Zero-Sum Games 146B.4 References and Notes 148C Quantiles and Copulas 149C.1 Quantiles 149C.2 Copulas 151C.3 References and Notes 153D Basics of Convex Analysis 154D.1 Convex Sets 154D.2 Convex Functions 155D.3 References and Notes 159E McFadden's Generalized Extreme Value Theory 160E.1 References and Notes 160References 161Index 169
Özet:
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 economists * Includes programming examples * Features numerous exercises throughout * Ideal for students and researchers alike
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Kitap EKOBKN0008475 330.0151 GAL 2016
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