[CvGmt News] Seminari Calcolo delle Variazioni

[depascal at dm.unipi.it]

On Pareto efficiency and multivariate comonotonicity
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   Next cvgmt seminar will be:

   MERCOLEDI' 27 GENNAIO 2010

   SEMINARI DI CALCOLO DELLE VARIAZIONI 17:00-18:00, Sala Seminari (Dip.
   Matematica) Ön Pareto efficiency and multivariate comonotonicity"
   Guillaume Carlier (Univ. Paris Dauphine)

   Abstract: We wil consider the situation that is very common in
   economics where a certain number of agents have to share some risk (a
   cake whose size is a random variable, say). When this risk is one
   dimensional, it is well-known that "Pareto-efficient" risk sharings
   amount to give to each participant a share that is nondecreasing in the
   total size of the cake. In this talk, we will address the more involved
   case where the risk has several dimensions. The tools to study this
   extension are those of convex duality and an optimization problem over
   measures that has some similarities with the multi-marginal
   Monge-Kantorovich problem. Joint work with R-A Dana (Dauphine) and A.
   Galichon (Polytechnique).


You find this news in the cvgmt preprint server: http://cvgmt.sns.it/news/20100127/