July 23 - 27, 2018

Lipschitz-Saal, Endenicher Allee 60

Organizers: Matthias Erbar (Bonn), Martin Huesmann (Bonn), Martin Pollrich (Bonn)

Description: Prompted by Brenier's existence result and Gangbo--McCann's insight on the geometry of optimal transport plans, the theory of optimal transport has seen spectacular developments in the last 25 years with fascinating applications in various mathematical areas ranging from functional inequalities over geometry and PDEs to mathematical physics.

In recent years, Optimal transport has turned into a powerful tool also for various problems in economics (and finance) such as the problem of model uncertainty, matching problems, portfolio optimization, hedonic equilibria, and mechanism design. And vice versa problems in economics have inspired fascinating new developments in optimal transport largely expanding the scope of the theory.

This Hausdorff School brings together some of the leading scholars in optimal transport and economic theory. It aims at introducing graduate students and young postdocs to some of these intriguing new directions at the intersection of economics and optimal transport and to foster the future interaction between these two fields.

Lecture Series by: 

• Constantinos Daskalakis (MIT)
• Alfred Galichon (NYU)
  • Matching models with general transfers
• Robert McCann (U Toronto)
  • Optimal Transportation Between Unequal Dimensions
  • On Concavity of the Monopolist's Problem Facing Consumers with Nonlinear Price Preferences
  • The Dynamics of Multisectorial Matching
• Soumik Pal (U Washington)
  • Stochastic portfolio theory: an optimal transport approach

Invited Speakers

• Julio Backhoff (TU Wien)
  • Causal optimal transport: model misspecification and the role of information
• Mathias Beiglböck (TU Wien)
  • Martingale Optimal Transport Approach to Derivative Pricing
• Georg Nöldeke (U Basel)
  • Equilibrium Transport and Galois Connections

In case you are interested in participating, please fill out the application form. The deadline for applications is 30th April 2018. All applications, submitted after that will be considered on an individual basis.

For further questions regarding this Hausdorff School, please contact ot-et(at)hcm.uni-bonn.de.