A note on the radius of convergence of the USA algorithm

DOI10.1016/0165-1889(89)90025-0zbMath0663.90013OpenAlexW1984314380MaRDI QIDQ1115333

Arvind Khilnani, Edison Tse

Publication date: 1989

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(89)90025-0

zbMATH Keywords

radius of convergencefixed-point algorithmcomputation of equilibriaupdated successive approximation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)

Related Items (2)

An integrated system model for a fishery management process. I: Model structure ⋮ Nonstationary model solution techniques and the USA algorithm

Cites Work

• A note on Khilnani and Tse's USA algorithm
• A fixed point algorithm with economic applications
• On the extrapolation method and the USA algorithm

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