Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/323564 
Year of Publication: 
2024
Citation: 
[Journal:] Mathematics and Financial Economics [ISSN:] 1862-9660 [Volume:] 19 [Issue:] 1 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2024 [Pages:] 67-99
Publisher: 
Springer, Berlin, Heidelberg
Abstract: 
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.
Subjects: 
Optimal transport
Connected graphs
Entropic regularization
Stackelberg–Cournot–Nash equilibria
JEL: 
C72
C62
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article
Document Version: 
Published Version

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