IAN HELFRICH / SITE INDEXFind anything.
71 records
Research
Research record2024Public working paper

A unifying framework for economic equilibrium and optimal transport in infinite-dimensional Hilbert spaces

Under what conditions can economic equilibrium be represented as an optimal-transport problem in an infinite-dimensional Hilbert space?

Status
Public working paper · SSRN 4772016
Role
Sole author
Authors
Ian Helfrich
Method
optimal transport · tensor-valued measures · nonlinear operator theory
What this record does not establish
This record states the paper's question and approach; the theorem statements and their assumptions are in the SSRN manuscript.

Public artifactsPublic working paper

Summary

A theoretical working paper connecting economic equilibrium and optimal transport when the economic object is a function or distribution rather than a finite vector.

Question

How does a mass distribution reallocate toward a new spatial target?

Choose the shape and location of a target distribution, then compute transport from the same fixed source.

Static source mass distributionA broad fixed source distribution awaits a user-selected target. The numerical definition, result, and limit are stated outside this figure.
The calculation begins only when Run transport is activated. Every run starts from the same fixed source; the visual motion follows the coupling's barycentric map.

The first number summarizes how far mass moves. The remaining figures separate movement of conditional means from residual spread and report solver accuracy.

Not run. Choose a target and activate Run transport.

Specialist diagnostics

Run transport to see the regularized W₂ approximation, iteration count, and marginal error.

The reported RMS includes both displacement of each conditional mean and the coupling's conditional variance. Source and target marginals must converge to the displayed numerical tolerance.

Methods and notes

This sole-authored 2024 working paper asks how economic equilibrium and optimal transport relate in infinite-dimensional Hilbert spaces.

Citation

@misc{helfrich2024unifying,
  author = {Helfrich, Ian},
  title  = {A unifying framework for economic equilibrium and optimal transport in infinite-dimensional Hilbert spaces},
  year   = {2024},
  note   = {Working paper, SSRN 4772016},
  url    = {https://ssrn.com/abstract=4772016}
}