Optimal Transport and Mechanism Design
Sept. 25. 2018, ETH Zürich. Link to the abstract here. The talk discussed optimal transportation techniques in the static principal-agent model. References are (1) on the formulation and existence, (2) for convexity of the general problem, (3) for a variational formulation of the non-linear model, and (4) for a linear programming formulation. Please contact me for notes.
Sept. 25. 2018, ETH Zürich. Link to the abstract here. The talk discussed optimal transportation techniques in the static principal-agent model. References are (1) on the formulation and existence, (2) for convexity of the general problem, (3) for a variational formulation of the non-linear model, and (4) for a linear programming formulation. Please contact me for notes.
Optimal Transport in Economics
Jan. and Feb. 2018, Hausdorff Center for Mathematics. Joint seminar between the mathematics and economics department, link here. In a series of three talks I discussed optimal transportation theory under causality constraints (references: 1 and 2) and applications to economics (3), as well as recent advances in mechanism design using optimal transport (4 and 5). Please contact me for notes.
Jan. and Feb. 2018, Hausdorff Center for Mathematics. Joint seminar between the mathematics and economics department, link here. In a series of three talks I discussed optimal transportation theory under causality constraints (references: 1 and 2) and applications to economics (3), as well as recent advances in mechanism design using optimal transport (4 and 5). Please contact me for notes.
Game Theory Workshop - International Conference on Operations Research
Sept. 06-08. 2018, FU Berlin. The talk discussed the paper Tropical Geometry and Mechanism Design. The slides are here.
Sept. 06-08. 2018, FU Berlin. The talk discussed the paper Tropical Geometry and Mechanism Design. The slides are here.
Computing in Tropical Geometry
May 11-12. 2017, Zuse Institute in Berlin. The talk discussed a many-player extension of the paper Tropical Geometry and Mechanism Design. Please contact me for notes.
May 11-12. 2017, Zuse Institute in Berlin. The talk discussed a many-player extension of the paper Tropical Geometry and Mechanism Design. Please contact me for notes.
Paraproducts and the Analysis of Rough Paths
Sept. 11-16. 2016, Hausdorff Summer School on Paraproducts and Analysis of Rough Paths. My slides for a presentation of M. Gubinelli's paper "Ramification of Rough Paths" you will find here.
Sept. 11-16. 2016, Hausdorff Summer School on Paraproducts and Analysis of Rough Paths. My slides for a presentation of M. Gubinelli's paper "Ramification of Rough Paths" you will find here.