Lecture series

Optimal transport methods in economics: an introduction

UCLA, April 16 and 20, 2018

Content

These lectures will provide an introduction to optimal transport and its applications in economics.

Schedule

Monday, April 16, 2018, 9am-11am
Friday, April 20, 2018, 9am-11am

Course material

The lecture slides are available before each lecture from the following github repository.

References

These lectures will be based on my text:
Galichon, A. (2016). Optimal transport methods in economics. Princeton.

Other references include:
∙ For mathematical foundations:
– [OTON] C. Villani, Optimal Transport: Old and New, AMS, 2008.
– [OTAM] F. Santambrogio, Optimal Transport for Applied Mathematicians, Birkhäuser, 2015.
∙ For an introduction with a fluid mechanics point of view:
– [TOT] C. Villani, Topics in Optimal Transportation, AMS, 2003.
∙ With a computational focus:
– [NOT] G. Peyré, M. Cuturi (2018). Numerical optimal transport, Arxiv.
∙ With a family economics focus:
– [MWT] P.-A. Chiappori. Matching with Transfers: The Economics of Love and Marriage, Princeton, 2017.

Outline

L1. The labor market as an optimal transport problem: efficiency and equilibrium
L2. Multivariate quantile methods using optimal transport