Professor Robert McCann

FUTURE MEETINGS:

14h10 - 15h40 Tuesdays and Thursdays FI 210

OFFICE HOURS:

16h45 - 17h30 Thursdays BA 6124

Course information

PAST LECTURES CAN BE VIEWED HERE

SOURCES

Jan 8 Gale & Shapley (1962) The College Admissions Problem (NTU Matching by Deferred Acceptance); see also books by Knuth '81 and Roth and Sotomayor '90

Jan 10 McCann & Guillen `Five Lectures' (2013)

Jan 17 Shapley & Shubik (1972) The Assignment Game I (TU Matching is a linear program)

Jan 21 Rigorous approaches to duality

Brezis (2018) Afriat (1963) | Gangbo & McCann (1995) | Gangbo & McCann (1996) | Kuhn (1955) | Santambrogio's Book 1.6.3

Feb 28 Principal Agent Problems with Multidimensional Heterogeneity

Rochet & Chone (1998) Ironing, Screening and Multidimensional Sweeping

Figalli, Kim & McCann (2011) When is multidimensional screening a convex program?

McCann & Zhang (2019) On concavity of the monopolist's problem facing consumers with nonlinear price preferences

Noldeke & Samuelson (2018) The Implementation Duality

Mar 12 Hedonic equilibrium and two-sided matching with imperfectly transferable utility

Gale (1984) Equilibrium in a Direct Exchange Economy with Money

Demange & Gale (1985) The Strategy Structure of Two-Sided Matching Markets

Galichon, Kominers & Weber (to appear in JPE) Costly Concessions: An Empirical Framework for Matching with Imperfectly Transferable Utility

Mar. 21

Myerson (1981) Optimal Auction Design

FUTURE

Daskalakis, Deckelbaum & Tzamos (2017) Strong Duality For a Multiple Good Monopolist

PROJECT SUGGESTIONS

Akerlof (2001) Behavioral Macroeconomics and Macroeconomic Behavior

Choo & Siow (2006) Who marries whom and why

Hotelling (1929) Stability in competition (why duopoly may fail to produce variety)

Kuhn (1955) Hungarian Algorithm (also integrality and alternate approach to duality) and Historical Restrospective (2012)

Mirrlees (1996) Information and Incentives: The Economics of Carrots and Sticks

Shimer and Smith (2000) Matching with Search Costs

Sonnenschein (1982) Myopic price dynamics (the first example of a Wasserstein gradient flow)

Stiglitz (2001) Information and the Change in Paradigm in Economics

Laffont (1996) William Vickrey: A Pioneer in the Economics of Incentives

Wong (2016) Geometry and Optimization of Relative Arbitrage

RANDOM LINKS (to be edited)

Kantorovich (1942) and Koopmans (1949)

Rockafellar (1966)

Brenier (1987)

Caffarelli (1996)

Aleksandrov (1942a)

McCann (1995)

Lorentz (1953) | McCann (1999, Appendix A)

Evans Survey (1999)

Santambrogio "Optimal Transport for Applied Mathematicians" Birkhauser (2015)

Villani "Topics in Optimal Transportation" AMS (2003)

Villani "Optimal transport: old and new"

McCann (2014)