The nonlinear Bernstein-Schr\"odinger equation in Economics
Economics
2015-08-24 v1
Abstract
In this paper we relate the Equilibrium Assignment Problem (EAP), which is underlying in several economics models, to a system of nonlinear equations that we call the "nonlinear Bernstein-Schr\"odinger system", which is well-known in the linear case, but whose nonlinear extension does not seem to have been studied. We apply this connection to derive an existence result for the EAP, and an efficient computational method.
Keywords
Cite
@article{arxiv.1508.05114,
title = {The nonlinear Bernstein-Schr\"odinger equation in Economics},
author = {Alfred Galichon and Scott Kominers and Simon Weber},
journal= {arXiv preprint arXiv:1508.05114},
year = {2015}
}
Comments
8 pages, submitted to Lecture Notes in Computer Science