A general solution to the quasi linear screening problem

Guillaume Carlier (), Xavier Dupuis (), Jean Rochet and John Thanassoulis
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Guillaume Carlier: CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Xavier Dupuis: IMB - Institut de Mathématiques de Bourgogne [Dijon] - UB - Université de Bourgogne - CNRS - Centre National de la Recherche Scientifique
John Thanassoulis: WBS - Warwick Business School - University of Warwick [Coventry]

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Abstract: We provide an algorithm for solving multidimensional screening problems which are intractable analytically. The algorithm is a primal-dual algorithm which alternates between optimising 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)
Date: 2024-05-20
Note: View the original document on HAL open archive server: https://hal.science/hal-04958330v1
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Related works:
Journal Article: 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)
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