The Nonlinear Bernstein-Schrödinger Equation in Economics
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Title of host publication | GSI 2015: Geometric Science of Information |
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Date | E-pub ahead of print - 3 Apr 2016 |
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Pages | 51-59 |
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Number of pages | 9 |
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Volume | 9389 |
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Original language | English |
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Name | Lecture Notes in Computer Science |
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Publisher | Berlin: Springer-Verlag, 1973- |
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ISSN (Print) | 0302-9743 |
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In this paper we relate the Equilibrium Assignment Problem (EAP), which is underlying in several economics models, to a system of nonlinear equations that we call the “nonlinear Bernstein-Schrödinger system”, which is well-known in the linear case, but whose nonlinear extension does not seem to have been studied. We apply this connection to derive an existence result for the EAP, and an efficient computational method.
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