Carlier, Guillaume, Dupuis, Xavier
, Rochet, Jean-Charles
and Thanassoulis, John
(2024)
A General Solution to the Quasi Linear Screening Problem.
Journal of Mathematical Economics, vol..114.
This is the latest version of this item.
Abstract
We provide an algorithm for solving multidimensional screening problems which are intractable analytically. The algorithm is a primal–dual algorithm which alternates between optimizing the primal problem of the surplus extracted by the principal and the dual problem of the optimal assignment to deliver to the agents for a given surplus. We illustrate the algorithm by solving (i) the generic monopolist price discrimination problem and (ii) an optimal tax problem covering income and savings taxes when citizens differ in multiple dimensions.
Item Type: | Article |
---|---|
Language: | English |
Date: | October 2024 |
Refereed: | Yes |
Place of Publication: | Amsterdam |
Uncontrolled Keywords: | Multidimensional screening, Algorithm, Numerical methods, Price discrimination, Optimal tax |
JEL Classification: | C02 - Mathematical Methods D42 - Monopoly H21 - Efficiency; Optimal Taxation |
Subjects: | B- ECONOMIE ET FINANCE |
Divisions: | TSE-R (Toulouse) |
Site: | UT1 |
Date Deposited: | 03 Feb 2025 09:34 |
Last Modified: | 07 Apr 2025 11:49 |
OAI Identifier: | oai:tse-fr.eu:130266 |
URI: | https://publications.ut-capitole.fr/id/eprint/50342 |
Available Versions of this Item
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A general solution to the quasi linear screening problem. (deposited 31 May 2024 08:46)
- A General Solution to the Quasi Linear Screening Problem. (deposited 03 Feb 2025 09:34) [Currently Displayed]