Optimal Transport Methods in Economics / / Alfred Galichon.

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...

Full description

Saved in:
Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press Complete eBook-Package 2016
VerfasserIn:
Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2016]
©2017
Year of Publication:2016
Language:English
Online Access:
Physical Description:1 online resource (184 p.) :; 2 halftones. 5 line illus. 2 maps.
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Other title:Frontmatter --
Contents --
Preface --
1. Introduction --
2. Monge-Kantorovich Theory --
3. The Discrete Optimal Assignment Problem --
4. One-Dimensional Case --
5. Power Diagrams --
6. Quadratic Surplus --
7. More General Surplus --
8. Transportation on Networks --
9. Some Applications --
10. Conclusion --
Appendix A. Solutions to the Exercises --
Appendix B. Linear Programming --
Appendix C. Quantiles and Copulas --
Appendix D. Basics of Convex Analysis --
Appendix E. McFadden's Generalized Extreme Value Theory --
References --
Index
Summary: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
Format:Mode of access: Internet via World Wide Web.
ISBN:9781400883592
9783110638592
DOI:10.1515/9781400883592?locatt=mode:legacy
Access:restricted access
Hierarchical level:Monograph
Statement of Responsibility: Alfred Galichon.