
\documentclass{article}
\usepackage{glossaries}


\makeglossaries

\newglossaryentry{$L_c$}{name={$L_c$},description={Transportation fixed costs}}
\newglossaryentry{$\mathbf{I}$}{name={$\mathbf{I}$},description={Information set space}}

\begin{document}

\gls{$L_c$}

\printglossaries


\end{document} 