Statistical Inference of Optimal Allocations I: Regularities and their
Implications
Statistical Inference of Optimal Allocations I: Regularities and their
Implications
In this paper, we develp a functional differentiability approach for solving statistical optimal allocation problems. We first derive Hadamard differentiability of the value function through a detailed analysis of the general properties of the sorting operator. Central to our framework are the concept of Hausdorff measure and the area and …