Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/323564 
Erscheinungsjahr: 
2024
Quellenangabe: 
[Journal:] Mathematics and Financial Economics [ISSN:] 1862-9660 [Volume:] 19 [Issue:] 1 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2024 [Pages:] 67-99
Verlag: 
Springer, Berlin, Heidelberg
Zusammenfassung: 
We introduce graphs associated to transport problems between discrete marginals, that allow to characterize the set of all optimizers given one primal optimizer. In particular, we establish that connectivity of those graphs is a necessary and sufficient condition for uniqueness of the dual optimizers. Moreover, we provide an algorithm that can efficiently compute the dual optimizer that is the limit, as the regularization parameter goes to zero, of the dual entropic optimizers. Our results find an application in a Stackelberg–Cournot–Nash game, for which we obtain existence and characterization of the equilibria.
Schlagwörter: 
Optimal transport
Connected graphs
Entropic regularization
Stackelberg–Cournot–Nash equilibria
JEL: 
C72
C62
Persistent Identifier der Erstveröffentlichung: 
Creative-Commons-Lizenz: 
cc-by Logo
Dokumentart: 
Article
Dokumentversion: 
Published Version

Datei(en):
Datei
Größe





Publikationen in EconStor sind urheberrechtlich geschützt.