Data-driven estimation in equilibrium using inverse optimization
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Publication:747777
DOI10.1007/s10107-014-0819-4zbMath1334.49017arXiv1308.3397OpenAlexW1971547063MaRDI QIDQ747777
Vishal Gupta, Ioannis Ch. Paschalidis, Dimitris J. Bertsimas
Publication date: 19 October 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.3397
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Convex programming (90C25) Noncooperative games (91A10) Variational inequalities (49J40) Traffic problems in operations research (90B20) Inverse problems in optimal control (49N45)
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