Efficient Allocations in Double Auction Markets

DOI10.1287/moor.2021.1182zbMath1489.91114arXiv2001.02071OpenAlexW3173917835MaRDI QIDQ5085155

Teemu Pennanen

Publication date: 27 June 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.02071

zbMATH Keywords

convergencedouble auctionprice formationPareto allocation

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

Uses Software

• Mosek
• CVXPY

Cites Work

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• Optimal Auction Design
• The Incentives for Price-Taking Behavior in Large Exchange Economies
• Auction Algorithms for Market Equilibrium
• Variational Inequalities and Economic Equilibrium
• Optimal Offer Construction in Electricity Markets
• VALUATION EQUILIBRIUM AND PARETO OPTIMUM