[CvGmt News] Seminari Calcolo delle Variazioni
depascal at dm.unipi.it
depascal at dm.unipi.it
Fri Jan 22 12:07:30 CET 2010
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/
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