‘math+econ+code’ masterclass on optimal transport and economic applications, NYU, January 2022.
© 2018-2022 by Alfred Galichon. Past and present support from NSF grant DMS-1716489, ERC grant CoG-866274, and contributions by Jules Baudet, Pauline Corblet, Gregory Dannay, Giovanni Montanari, and James Nesbit are acknowledged.
In this course, we will primarily using pythnon as our primary programming language. We will also have code available for R, but these will be unsupported, so use at your own risk. The code will be presented using Jupyter notebooks, or you can run in RStudio. In addition we will using Gurobi, a commercial linear programming solver.
The course material will be hosted on github, in this repository.
All the software will be installed in a docker container. The image can be dowloaded here.