COMPUTING PROBLEMS OF ASYMMETRIC INFORMATION USING LINEAR
PROGRAMMING
This project aims at popularizing the usage of numerical methods, and in
particular, linear programming techniques, for
solving various types of information- and incentive-constrained problems in
economics. In the introduction section you can find a hands-on overview
paper containing a detailed, step-by-step description of the techniques
one can use in setting up and computing a moral hazard problem using Matlab
and linear programming. The 'Methods' section provides links to
other methodology papers on using linear programming in problems of
asymmetric information. Under 'Applications' there is a list of
papers on a variety of applied and theory topics in which the linear
programming techniques presented here are used in practice.
Finally, the "Useful Links" section contains links to the websites of
people and other resources related to linear programming or computation in
general.
For questions and comments, please contact:
akaraiva@sfu.ca