Section: New Results

Optimal transport meets economics

G. Carlier J-D. Benamou L. Nenna, G. De Bie

G. Carlier and L. Nenna in collaboration with Adrien Blanchet [32] developed an entropic-regularization scheme to compute Cournot Nash equilibria (i.e. equilibria in games with a continuum of players) for generic costs. With Lina Mallozzi, G. Carlier [36] introduced a partial optimal mass transport approach for spatial monopoly pricing both in the deterministic and stochastic cases. G. Carlier, J-D. Benamou and X. Dupuis developed various numerical strategies for solving the principal-agent problem in the framework of optimal pricing. Carlier, Chernozhukov and Galichon [34] studied multivariate quantile regression by optimal transport and duality techniques beyond the specified case, Gwendoline de Bie implemented these ideas by entropic regularization.