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Optimal Transport Methods in Economics
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ISBN: 1400883598 9781400883592 0691172765 9780691172767 9780691183466 0691183465 Year: 2016 Publisher: Princeton, NJ : Princeton University Press,

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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


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Noncooperative game theory : an introduction for engineers and computer scientists
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Year: 2017 Publisher: Princeton, NJ : Princeton University Press,

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Noncooperative Game Theory is aimed at students interested in using game theory as a design methodology for solving problems in engineering and computer science. João Hespanha shows that such design challenges can be analyzed through game theoretical perspectives that help to pinpoint each problem's essence: Who are the players? What are their goals? Will the solution to "the game" solve the original design problem? Using the fundamentals of game theory, Hespanha explores these issues and more.The use of game theory in technology design is a recent development arising from the intrinsic limitations of classical optimization-based designs. In optimization, one attempts to find values for parameters that minimize suitably defined criteria-such as monetary cost, energy consumption, or heat generated. However, in most engineering applications, there is always some uncertainty as to how the selected parameters will affect the final objective. Through a sequential and easy-to-understand discussion, Hespanha examines how to make sure that the selection leads to acceptable performance, even in the presence of uncertainty-the unforgiving variable that can wreck engineering designs. Hespanha looks at such standard topics as zero-sum, non-zero-sum, and dynamics games and includes a MATLAB guide to coding.Noncooperative Game Theory offers students a fresh way of approaching engineering and computer science applications.An introduction to game theory applications for students of engineering and computer science Materials presented sequentially and in an easy-to-understand fashionTopics explore zero-sum, non-zero-sum, and dynamics gamesMATLAB commands are included

Keywords

Noncooperative games (Mathematics) --- Game theory --- Cooperative games (Mathematics) --- MATLAB. --- Minimax Theorem. --- N-player game. --- Nash equilibrium. --- Separating Hyperplane Theorem. --- Sudoku puzzle. --- action space. --- action. --- admissible Nash equilibrium. --- advertising campaign. --- alternate play. --- average security level. --- battle of the sexes. --- behavioral policy. --- behavioral saddle-point equilibrium. --- best-response equivalent games. --- bilateral symmetric game. --- bimatrix game. --- bimatrix potential. --- chicken game. --- circuit design. --- completely mixed Nash equilibrium. --- computational complexity. --- computer science. --- congestion game. --- continuous time cost-to-go. --- continuous time differential. --- continuous time dynamic programming. --- continuous time dynamic. --- convex analysis. --- convex hull. --- decoupled game. --- design methodology. --- differential game. --- discrete time cost-to-go. --- discrete time dynamic programming. --- discrete time dynamic. --- distributed resource allocation. --- dummy game. --- dynamic game. --- engineering. --- extensive form game representation. --- feedback game. --- fictitious play. --- finite one-player. --- game theory. --- graphical method. --- hyperplane. --- identical interests. --- information structure. --- linear program. --- linear quadratic dynamic. --- minimum. --- mixed Nash equilibrium. --- mixed action space. --- mixed policy. --- mixed saddle-point equilibrium. --- mixed security policy. --- multi-stage game. --- network routing. --- non-feedback game. --- non-zero-sum. --- noncooperative game theory. --- open-loop policy. --- open-loop. --- optimization-based design. --- order interchangeability property. --- policy. --- potential game. --- probability distribution. --- pure N-player game. --- pure policy. --- recursive computation. --- regret. --- robust design. --- rock-paper-scissors. --- rope-pulling. --- saddle-point equilibrium. --- security level. --- security policy. --- simultaneous play. --- single-stage game. --- state feedback information structure. --- state-feedback policy. --- stochastic policy. --- strictly dominating policy. --- symmetry game. --- tic-tac-toe. --- tree structure. --- uncertainty. --- variable termination time. --- war of attrition. --- weakly dominating policy. --- zebra in the lake. --- zero sum dynamic. --- zero-sum matrix. --- zero-sum two-person. --- zero-sum. --- MATLAB. --- Minimax Theorem. --- N-player game. --- Nash equilibrium. --- Separating Hyperplane Theorem. --- Sudoku puzzle. --- action space. --- action. --- admissible Nash equilibrium. --- advertising campaign. --- alternate play. --- average security level. --- battle of the sexes. --- behavioral policy. --- behavioral saddle-point equilibrium. --- best-response equivalent games. --- bilateral symmetric game. --- bimatrix game. --- bimatrix potential. --- chicken game. --- circuit design. --- completely mixed Nash equilibrium. --- computational complexity. --- computer science. --- congestion game. --- continuous time cost-to-go. --- continuous time differential. --- continuous time dynamic programming. --- continuous time dynamic. --- convex analysis. --- convex hull. --- decoupled game. --- design methodology. --- differential game. --- discrete time cost-to-go. --- discrete time dynamic programming. --- discrete time dynamic. --- distributed resource allocation. --- dummy game. --- dynamic game. --- engineering. --- extensive form game representation. --- feedback game. --- fictitious play. --- finite one-player. --- game theory. --- graphical method. --- hyperplane. --- identical interests. --- information structure. --- linear program. --- linear quadratic dynamic. --- minimum. --- mixed Nash equilibrium. --- mixed action space. --- mixed policy. --- mixed saddle-point equilibrium. --- mixed security policy. --- multi-stage game. --- network routing. --- non-feedback game. --- non-zero-sum. --- noncooperative game theory. --- open-loop policy. --- open-loop. --- optimization-based design. --- order interchangeability property. --- policy. --- potential game. --- probability distribution. --- pure N-player game. --- pure policy. --- recursive computation. --- regret. --- robust design. --- rock-paper-scissors. --- rope-pulling. --- saddle-point equilibrium. --- security level. --- security policy. --- simultaneous play. --- single-stage game. --- state feedback information structure. --- state-feedback policy. --- stochastic policy. --- strictly dominating policy. --- symmetry game. --- tic-tac-toe. --- tree structure. --- uncertainty. --- variable termination time. --- war of attrition. --- weakly dominating policy. --- zebra in the lake. --- zero sum dynamic. --- zero-sum matrix. --- zero-sum two-person. --- zero-sum.

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