Hsieh, Yu-Wei; Shum, Matthew - In: Essays in honor of Cheng Hsiao, (pp. 323-339). 2020
The authors propose an Markov Chain Monte Carlo (MCMC) method for estimating a class of linear sum assignment problems (LSAP; the discrete case of the optimal transport problems). Prominent examples include multi-item auctions and mergers in industrial organizations. This contribution is to...