When is multidimensional screening a convex program?

@article{Figalli2011WhenIM,
  title={When is multidimensional screening a convex program?},
  author={Alessio Figalli and Young-Heon Kim and Robert J. McCann},
  journal={J. Economic Theory},
  year={2011},
  volume={146},
  pages={454-478}
}
A principal wishes to transact business with a multidimensional distribution of agents whose preferences are known only in the aggregate. Assuming a twist (= generalized Spence-Mirrlees single-crossing) hypothesis, quasi-linear utilities, and that agents can choose only pure strategies, we identify a structural condition on the value b(x, y) of product type y to agent type x — and on the principal’s costs c(y) — which is necessary and sufficient for reducing the profit maximization problem… CONTINUE READING

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