Discrete Choice Prox-Functions on the Simplex | PERPUSTAKAAN UNIVERSITAS KATOLIK PARAHYANGAN

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Discrete Choice Prox-Functions on the Simplex

Muller, David - Nama Orang; Nesterov, Yurii - Nama Orang; Shikhman, Vladimir - Nama Orang;

We derive new prox-functions on the simplex from additive random utility models of discrete choice. They are convex conjugates of the corresponding surplus functions. In particular, we explicitly derive the convexity parameter of discrete choice prox-functions associated with generalized extreme value models, and specifically with generalized nested logit models. Incorporated into subgradient schemes, discrete choice prox-functions lead to a probabilistic interpretations of the iteration steps. As illustration, we discuss an economic application of discrete choice prox-functions in consumer theory. The dual averaging scheme from convex programming adjusts demand within a consumption cycle.

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Barcode		Tipe Koleksi	Nomor Panggil	Lokasi	Status
art140768	null	Artikel		Gdg9-Lt3	Tersedia namun tidak untuk dipinjamkan - No Loan

Informasi Detail

Judul Seri: MATHEMATICS OF OPERATIONS RESEARCH; Vol.47 No.1 February 2022
No. Panggil: -
Penerbit: : .,
Deskripsi Fisik: p. 485-507
Bahasa: English
ISBN/ISSN: -
Klasifikasi: NONE
Tipe Isi: -
Tipe Media: -
Tipe Pembawa: -
Edisi: -
Subjek: CONVEX PROGRAMMING
DISCRETE CHOICE
DUAL AVERAGING
PROX-FUNCTION
ADDITIVE RANDOM UTILITY MODELS
CONSUMPTION CYCLE
Info Detail Spesifik: https://doi.org/10.1287/moor.2021.1136
Pernyataan Tanggungjawab: David Muller, Yurii Nesterov, Vladimir Shikhman

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