Related papers: Multidimensional Monotonicity and Economic Applica…
We study the identification and estimation of a multidimensional screening model, where a monopolist sells a multi-attribute product to consumers with private information about their multidimensional preferences. Under optimal screening,…
In the paper, by establishing the monotonicity of some functions involving the sine and cosine functions, the authors provide concise proofs of some known inequalities and find some new sharp inequalities involving the Seiffert,…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
This paper studies the design of mechanisms that are robust to misspecification. We introduce a novel notion of robustness that connects a variety of disparate approaches and study its implications in a wide class of mechanism design…
In this paper we characterize the definiteness of the discrete symplectic system, study a nonhomogeneous discrete symplectic system, and introduce the minimal and maximal linear relations associated with these systems. Fundamental…
Submodular function optimization has numerous applications in machine learning and data analysis, including data summarization which aims to identify a concise and diverse set of data points from a large dataset. It is important to…
We consider the system of $N$ points on the segment of the real line with the nearest-neighbor Coulomb repulsive interaction and external force $F$. For the fixed points of such systems (fixed configurations) we study the asymptotics (in…
We consider the theoretical properties of a model which encompasses bi-partite matching under transferable utility on the one hand, and hedonic pricing on the other. This framework is intimately connected to tripartite matching problems…
In the large financial market, which is described by a model with countably many traded assets, we formulate the problem of the expected utility maximization. Assuming that the preferences of an economic agent are modeled with a stochastic…
Real-world machine learning applications may require functions that are fast-to-evaluate and interpretable. In particular, guaranteed monotonicity of the learned function can be critical to user trust. We propose meeting these goals for…
We consider the classical Merton problem of lifetime consumption-portfolio optimization problem with small proportional transaction costs. The first order term in the asymptotic expansion is explicitly calculated through a singular ergodic…
We consider the integration of two-dimensional, piecewise constant functions with respect to copulas. By drawing a connection to linear assignment problems, we can give optimal upper and lower bounds for such integrals and construct the…
The main purpose of this paper is to present a number of analytic and geometric properties of the $l$-function and the reduced volume of Perelman, including in particular the monotonicity, the upper bound and the rigidities of the reduced…
This paper is about the moment problem on a finite-dimensional vector space of continuous functions. We investigate the structure of the convex cone of moment functionals (supporting hyperplanes, exposed faces, inner points) and treat…
The paper provides consistent mathematical framework for seminal Tiebout free-mobility model (1956). Our setting supports continuum of consumers with multidimensional preferences and finite number of strategic public good providers. We…
A real arithmetic function f is multiplicatively monotonous if f (mn) -- f (m) has constant sign for m, n positive integers. Properties and examples of such functions are discussed, with applications to positive hermitian…
We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…
In the paper the maximum and the minimum of the ratio of the difference of the arithmetic mean and the geometric mean, and the difference of the power mean and the geometric mean of $n$ variables, are studied. A new optimization argument…
Let $\mu$ be a probability measure on $\mathbb{R}$. We give conditions on the Fourier transform of its density for functionals of the form $H(a)=\int_{\mathbb{R}^n}h(\langle a,x\rangle)\mu^n(dx)$ to be Schur monotone. As applications, we…
We study multi-product monopoly pricing where the seller jointly designs the selling mechanism and the information structure for the buyer to learn his values. Unlike the case with exogenous information, we show that when the seller…