Algorithmic Aspects of Discrete Choice in Convex Optimization
David Müller
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Naturwissenschaften, Medizin, Informatik, Technik / Sonstiges
Beschreibung
This book develops a framework to analyze algorithmic aspects of discrete choice models in convex optimization. The central aspect is to derive new prox-functions from discrete choice surplus functions, which are then incorporated into convex optimization schemes. The book provides further economic applications of discrete choice prox-functions within the context of convex optimization such as network manipulation based on alternating minimization and dynamic pricing for online marketplaces.
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Schlagwörter
Discrete Choice, Optimization, Dynamic Pricing, Strong Convexity, Strong Smoothness, Consumption Cycle