A converging algorithm for a linear exchange model

DOI10.1016/0304-4068(93)90047-OzbMath0770.90012OpenAlexW2089282360MaRDI QIDQ1207013

M. E. Primak

Publication date: 4 May 1993

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(93)90047-o

zbMATH Keywords

exchange modellinear utilities functions

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) General equilibrium theory (91B50) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (5)

Exchange market equilibria with Leontief's utility: freedom of pricing leads to rationality ⋮ An auction-based market equilibrium algorithm for a production model ⋮ A Modified fixed point iteration method for solving exchange models ⋮ A path to the Arrow-Debreu competitive market equilibrium ⋮ Competitive equilibrium:walras meets darwin

Cites Work

• Gross substitutability of point-to-set correspondences
• A finite algorithm for the linear exchange model
• The Cutting-Plane Method for Solving Convex Programs
• Gross Substitutability with Multi-Valued Excess Demand Functions
• Uniqueness of the solution in some equilibrium economic models
• Existence of an Equilibrium for a Competitive Economy

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