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math.OC2022
Probing robustness of nonlinear filter stability numerically using Sinkhorn divergence
Pinak Mandal, Shashank Kumar Roy, Amit Apte
Using the recently developed Sinkhorn algorithm for approximating the Wasserstein distance between probability distributions represented by Monte Carlo samples, we demonstrate expo…
econ.TH2022
Simple dominance of fixed priority top trading cycles
Pinaki Mandal
We study the implementation of fixed priority top trading cycles (FPTTC) rules via simply dominant mechanisms (Pycia and Troyan, 2019) in the context of assignment problems, where…