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Optimal Transport Methods in Economics [Kõva köide]

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  • Formaat: Hardback, 184 pages, kõrgus x laius: 235x152 mm, kaal: 454 g, 2 Maps
  • Ilmumisaeg: 06-Sep-2016
  • Kirjastus: Princeton University Press
  • ISBN-10: 0691172765
  • ISBN-13: 9780691172767
Teised raamatud teemal:
Optimal Transport Methods in EconomicsSuurem pilt
  • Formaat: Hardback, 184 pages, kõrgus x laius: 235x152 mm, kaal: 454 g, 2 Maps
  • Ilmumisaeg: 06-Sep-2016
  • Kirjastus: Princeton University Press
  • ISBN-10: 0691172765
  • ISBN-13: 9780691172767
Teised raamatud teemal:
Püsilink: https://www.kriso.ee/db/9780691172767.html
Märksõnad:
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

Arvustused

"As the author develops it, the theory is almost always very clear. The approach that Galichon has developed, based on linear programming, is receiving increased attention from economists and mathematicians in spite of its obvious complexity... [ A] clear and succinct analysis and discussion."--Choice

Preface xi
1 Introduction
1(10)
1.1 A Number of Economic Applications
1(2)
1.2 A Mix of Techniques
3(1)
1.3 Brief History
4(1)
1.4 Literature
5(1)
1.5 About These Notes
6(1)
1.6 Organization of This Book
7(2)
1.7 Notation and Conventions
9(2)
2 Monge--Kantorovich Theory
11(13)
2.1 Couplings
11(2)
2.2 Optimal Couplings
13(1)
2.3 Monge--Kantorovich Duality
14(4)
2.4 Equilibrium
18(1)
2.5 A Preview of Applications
19(3)
2.6 Exercises
22(1)
2.7 References and Notes
23(1)
3 The Discrete Optimal Assignment Problem
24(10)
3.1 Duality
25(1)
3.2 Stability
26(1)
3.3 Pure Assignments
27(2)
3.4 Computation via Linear Programming
29(3)
3.5 Exercises
32(1)
3.6 References and Notes
33(1)
4 One-Dimensional Case
34(11)
4.1 Copulas and Comonotonicity
35(1)
4.2 Supermodular Surplus
36(4)
4.3 The Wage Equation
40(2)
4.4 Numerical Computation
42(1)
4.5 Exercises
43(1)
4.6 References and Notes
44(1)
5 Power Diagrams
45(12)
5.1 Hotelling's Location Model
45(3)
5.2 Capacity Constraints
48(5)
5.3 Computation via Convex Optimization
53(1)
5.4 Exercises
54(2)
5.5 References and Notes
56(1)
6 Quadratic Surplus
57(15)
6.1 Convex Analysis from the Point of View of Optimal Transport
57(3)
6.2 Main Results
60(3)
6.3 Vector Quantiles
63(2)
6.4 Polar Factorization
65(3)
6.5 Computation by Discretization
68(1)
6.6 Exercises
69(1)
6.7 References and Notes
70(2)
7 More General Surplus
72(9)
7.1 Generalized Convexity
72(4)
7.2 The Main Results
76(2)
7.3 Computation by Entropic Regularization
78(1)
7.4 Exercises
79(1)
7.5 References and Notes
80(1)
8 Transportation on Networks
81(14)
8.1 Setup
82(5)
8.2 Optimal Flow Problem
87(3)
8.3 Integrality
90(1)
8.4 Computation via Linear Programming
91(2)
8.5 Exercises
93(1)
8.6 References and Notes
94(1)
9 Some Applications
95(23)
9.1 Random Sets and Partial Identification
95(3)
9.2 Identification of Discrete Choice Models
98(3)
9.3 Hedonic Equilibrium
101(3)
9.4 Identification via Vector Quantile Methods
104(2)
9.5 Vector Quantile Regression
106(4)
9.6 Implementable Mechanisms
110(5)
9.7 No-Arbitrage Pricing of Financial Derivatives
115(2)
9.8 References and Notes
117(1)
10 Conclusion
118(7)
10.1 Mathematics
118(1)
10.2 Computation
119(1)
10.3 Duality
120(2)
10.4 Toward a Theory of "Equilibrium Transport"
122(1)
10.5 References and Notes
123(2)
A Solutions to the Exercises
125(19)
A.1 Solutions for
Chapter 2
125(3)
A.2 Solutions for
Chapter 3
128(2)
A.3 Solutions for
Chapter 4
130(3)
A.4 Solutions for
Chapter 5
133(4)
A.5 Solutions for
Chapter 6
137(2)
A.6 Solutions for
Chapter 7
139(2)
A.7 Solutions for
Chapter 8
141(3)
B Linear Programming
144(5)
B.1 Minimax Theorem
144(1)
B.2 Duality
144(2)
B.3 Link with Zero-Sum Games
146(2)
B.4 References and Notes
148(1)
C Quantiles and Copulas
149(5)
C.1 Quantiles
149(2)
C.2 Copulas
151(2)
C.3 References and Notes
153(1)
D Basics of Convex Analysis
154(6)
D.1 Convex Sets
154(1)
D.2 Convex Functions
155(4)
D.3 References and Notes
159(1)
E McFadden's Generalized Extreme Value Theory
160(1)
E.1 References and Notes
160(1)
References 161(8)
Index 169
Alfred Galichon holds joint appointments in the Department of Economics and the Courant Institute of Mathematical Sciences at New York University. He is on the editorial boards of the Review of Economic Studies and Economic Theory and is a research fellow at the Center for Economic and Policy Research (CEPR) and the Institute for the Study of Labor (IZA).