A general solution to the quasi linear screening problem
Guillaume Carlier,
Xavier Dupuis,
Jean Rochet and
John Thanassoulis
Journal of Mathematical Economics, 2024, vol. 114, issue C
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.
Keywords: Multidimensional screening; Algorithm; Numerical methods; Price discrimination; Optimal tax (search for similar items in EconPapers)
JEL-codes: C02 D42 H21 (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304406824000855
Full text for ScienceDirect subscribers only
Related works:
Working Paper: A General Solution to the Quasi Linear Screening Problem (2024) 
Working Paper: A general solution to the quasi linear screening problem (2024) 
Working Paper: A General Solution to the Quasi Linear Screening Problem (2024) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:mateco:v:114:y:2024:i:c:s0304406824000855
DOI: 10.1016/j.jmateco.2024.103025
Access Statistics for this article
Journal of Mathematical Economics is currently edited by Atsushi (A.) Kajii
More articles in Journal of Mathematical Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().