000 05820cam a2200469 i 4500
001 18973797
003 OSt
005 20230908013812.0
008 160212s2016 njua b 001 0 eng d
010 _a 2016933358
015 _aGBB6A9461
_2bnb
016 7 _a017968192
_2Uk
020 _a9780691172767
020 _a0691172765
035 _a(OCoLC)ocn944469171
040 _aBTCTA
_beng
_cBTCTA
_erda
_dYDXCP
_dBDX
_dYDX
_dOCLCO
_dCDX
_dOCLCF
_dOCL
_dBNG
_dDHA
_dOCLCQ
_dCULIB
_dOCLCQ
_dBCD
_dAU@
_dUKMGB
_dDLC
042 _alccopycat
050 0 0 _aHB135
_b.G355 2016
082 0 4 _a330.01/51
_223
092 _20
100 1 _aGalichon, Alfred,
_eauthor.
245 1 0 _aOptimal transport methods in economics [electronic resource]/
_cAlfred Galichon.
264 1 _aPrinceton :
_bPrinceton University Press,
_c[2016]
300 _a1 digital resource (xii, 170 pages):
_billustrations ;
_c24 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
504 _aIncludes bibliographical references (pages 161-168) and index.
505 0 _aMachine generated contents note: 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
505 0 _aNote continued: 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 -- 8.Transportation on Networks -- 8.1.Setup -- 8.2.Optimal Flow Problem -- 8.3.Integrality -- 8.4.Computation via Linear Programming -- 8.5.Exercises -- 8.6.References and Notes -- 9.Some Applications -- 9.1.Random Sets and Partial Identification -- 9.2.Identification of Discrete Choice Models -- 9.3.Hedonic Equilibrium -- 9.4.Identification via Vector Quantile Methods -- 9.5.Vector Quantile Regression -- 9.6.Implementable Mechanisms -- 9.7.No-Arbitrage Pricing of Financial Derivatives -- 9.8.References and Notes
505 0 _aNote continued: 10.Conclusion -- 10.1.Mathematics -- 10.2.Computation -- 10.3.Duality -- 10.4.Toward a Theory of "Equilibrium Transport" -- 10.5.References and Notes -- A.Solutions to the Exercises -- A.1.Solutions for Chapter 2 -- A.2.Solutions for Chapter 3 -- A.3.Solutions for Chapter 4 -- A.4.Solutions for Chapter 5 -- A.5.Solutions for Chapter 6 -- A.6.Solutions for Chapter 7 -- A.7.Solutions for Chapter 8 -- B.Linear Programming -- B.1.Minimax Theorem -- B.2.Duality -- B.3.Link with Zero-Sum Games -- B.4.References and Notes -- C.Quantiles and Copulas -- C.1.Quantiles -- C.2.Copulas -- C.3.References and Notes -- D.Basics of Convex Analysis -- D.1.Convex Sets -- D.2.Convex Functions -- D.3.References and Notes -- E.McFadden's Generalized Extreme Value Theory -- E.1.References and Notes.
520 _aOptimal 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.
650 0 _aEconomics
_xMathematical models.
650 0 _aTransportation problems (Programming)
650 7 _aEconomics
_xMathematical models
_2fast
_0(OCoLC)fst00902155
650 7 _aTransportation problems (Programming)
_2fast
_0(OCoLC)fst01155324
887 _2CamTech Library
906 _a7
_bcbc
_ccopycat
_d2
_encip
_f20
_gy-gencatlg
942 _2ddc
_cEM
_n0
999 _c1314
_d1314