Data-driven estimation in equilibrium using inverse optimization

Equilibrium modeling is common in a variety of fields such as game theory and transportation science. The inputs for these models, however, are often difficult to estimate, while their outputs, i.e., the equilibria they are meant to describe, are often directly observable. By combining ideas from in...

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Bibliographic Details
Main Authors: Bertsimas, Dimitris J. (Contributor), Gupta, Vishal (Contributor), Paschalidis, Ioannis Ch (Author)
Other Authors: Massachusetts Institute of Technology. Operations Research Center (Contributor), Sloan School of Management (Contributor)
Format: Article
Language:English
Published: Springer Berlin Heidelberg, 2016-06-14T14:25:31Z.
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