A Simplex-Like Algorithm for Fisher Markets

DOI10.1007/978-3-642-16170-4_3zbMath1253.91072OpenAlexW3137119263MaRDI QIDQ3162504

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Publication date: 19 October 2010

Published in: Algorithmic Game Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-16170-4_3

zbMATH Keywords

convex optimizationFisher market problemlinear utilitiessimplex-like pivoting algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26) Utility theory for games (91A30)

Related Items (3)

Nash Equilibria in Fisher Market ⋮ Polyhedral Complementarity on a Simplex: Search for Fixed Points of Decreasing Regular Mappings ⋮ An alternating algorithm for finding linear Arrow-Debreu market equilibria

Cites Work

• Improved algorithms for computing fisher's market clearing prices
• Nash Equilibria in Fisher Market
• Consensus of Subjective Probabilities: The Pari-Mutuel Method
• Market equilibrium via a primal--dual algorithm for a convex program
• On the complexity of equilibria
• Algorithmic Game Theory

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