Optimal Transport Methods in Economics (eBook)

Alfred Galichon (Autor)

eBook Download: PDF

2016
184 Seiten
Princeton University Press (Verlag)
978-1-4008-8359-2 (ISBN)

Infos

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).

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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

Produkt-Details

• Erscheint lt. Verlag: 23.8.2016
• Zusatzinfo: 2 halftones. 5 line illus. 2 maps.
• Verlagsort: Princeton
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
• Themenwelt: Wirtschaft ► Allgemeines / Lexika
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Mikroökonomie
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
• Schlagworte: affine transformation • algorithm • Applied Economics • Arbitrage • assignment problem • asymptotic analysis • Auction algorithm • balance equation • Calculation • Candidate solution • central limit theorem • Computation • computational complexity theory • Computational Geometry • contract theory • Convex Analysis • Convex conjugate • convex function • Convex Optimization • Copula (probability theory) • correlation coefficient • Cumulative distribution function • Derivative (finance) • Dimension (vector space) • discretization • Doubly stochastic matrix • Duality • Duality gap • Duality (optimization) • dual minimizers • dual problem • Econometric model • Econometrics • Economic equilibrium • Economic Modeling • economic output • Economics • economist • Empirical distribution function • envelope theorem • equilibrium transport • extreme value theory • Factorization • Family Economics • Flow network • Generalized convexity • Gradient descent • GUROBI • hedonic equilibria • income • Income bracket • Inequality (mathematics) • inversion demand • Iterative Method • Joint probability distribution • Labour Economics • Lebesgue measure • linear differential equation • Linear Programming • Linear programming relaxation • Location model • Marginal cost • marginal probability distributions • market capitalization • Markov kernel • matching surplus • Matching theory (economics) • Mathematical economics • mathematical finance • Mathematical Optimization • Mechanism Design • Metric Space • Microeconomics • minimax theorem • Minimum-Cost Flow Problem • Moment (mathematics) • Monge problem • MongeЋantorovich problem • Nash Equilibrium • Network Flow Problems • Numerical Integration • optimal assignment • Optimal Matching • optimal network flow • optimal transport • optimal transport theory • optimization problem • partial derivative • Payment • polar factorization theorem • positive assortative matching • Power diagram • Price Discrimination • Pricing • primal problem • Probability • probability and statistics • Probability density function • Probability Distribution • Probability mass function • probability measure • Production Function • Proportionality (mathematics) • Quantile • Quantile Regression • quantile transform • Quantity • Rademacher's theorem • Rational Choice Theory • Risk Management • Risk-neutral measure • social welfare function • solver • Statistics • Summation • Supply and Demand • Supply (economics) • Tax bracket • Theorem • Total Cost • Trade-off • transferable utility • Uniform distribution (discrete) • Upper and lower bounds • Value (economics) • Variable (mathematics) • Willingness to pay • worker assignment • worker distribution
• ISBN-10: 1-4008-8359-8 / 1400883598
• ISBN-13: 978-1-4008-8359-2 / 9781400883592