Carlier, GuillaumeIdRef, Dupuis, XavierIdRef, Rochet, Jean-CharlesIdRef and Thanassoulis, John (2024) A General Solution to the Quasi Linear Screening Problem. Journal of Mathematical Economics, vol..114.

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Identification Number : 10.1016/j.jmateco.2024.103025

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

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