Search Results - subject:"Kantorovich"

Leonid Vitalʹevič Kantorovič

In: Ekonomika i matematičeskie metody 35 (1999) 3, pp. 25-42

Persistent link: https://www.econbiz.de/10001430555

Vector quantile regression

Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred - 2014

Persistent link: https://www.econbiz.de/10011445707

From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem

Blanchet, Adrien; Carlier, Guillaume - Toulouse School of Economics (TSE) - 2014

The notion of Nash equilibria plays a key role in the analysis of strategic interactions in the framework of N player games. Analysis of Nash equilibria is however a complex issue when the number of players is large. In this article we emphasize the role of optimal transport theory in: 1) the...

Persistent link: https://www.econbiz.de/10010934787

Vector quantile regression

Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred - 2014 - This draft: December 2, 2014

, the model becomes nonparametric, as in series modelling. A key property of VQR is the embedding of the classical Monge-Kantorovich …

Persistent link: https://www.econbiz.de/10010459266

On repeated zero-sum games with incomplete information and asymptotically bounded values

Sandomirskiy, Fedor - In: Dynamic games and applications : DGA 8 (2018) 1, pp. 180-198

Persistent link: https://www.econbiz.de/10012023887

ЭКОНОМИЧЕСКАЯ ИТОЛОГИЯ — НАУКА О ЭКОНОМИЧЕСКИХ ПРОБЛЕМАХ ИНФОРМАЦИОННЫХ ТЕХНОЛОГИЙ

Лесохин В.З. - In: Проблемы современной экономики (2012) 3, pp. 426-430

В статье дается представление о новой науке «Экономическая итология», исследования в области которой вызваны необходимостью стандартизации знаний. Дана...

Persistent link: https://www.econbiz.de/10011239491

On optimal partitions, individual values and cooperative games : does a wiser agent always produce a higher value?

Wolansky, Gershon - In: Mathematics and financial economics 11 (2017) 1, pp. 85-109

Persistent link: https://www.econbiz.de/10011900517

Sensitivity analysis of SAR estimators: A numerical approximation

Liu, Shuangzhe; Polasek, Wolfgang; Sellner, Richard - 2011

autoregression (SAR) model up to the second order. Using Kantorovich inequalities, we compare the covariance structure of the two …

Persistent link: https://www.econbiz.de/10010291000

Sensitivity Analysis of SAR Estimators

Liu, Shuangzhe; Polasek, Wolfgang; Sellner, Richard - Department of Economics and Finance Research and … - 2011

autoregression (SAR) model up to the second order. Using Kantorovich inequalities, we compare the covariance structure of the two …

Persistent link: https://www.econbiz.de/10008805631

Law invariant risk measures on L ∞ (ℝ d )

Ekeland, Ivar; Schachermayer, Walter - In: Statistics & Risk Modeling 28 (2011) 3, pp. 195-225

Abstract Kusuoka (2001) has obtained explicit representation theorems for comonotone risk measures and, more generally, for law invariant risk measures. These theorems pertain, like most of the previous literature, to the case of scalar-valued risks. Jouini, Meddeb, and Touzi (2004) and Burgert...

Persistent link: https://www.econbiz.de/10014621404