Substitution with Satiation: A New Class of Utility Functions and a Complementary Pivot Algorithm
From MaRDI portal
Publication:5219680
DOI10.1287/moor.2017.0892zbMath1443.91154OpenAlexW2791150045MaRDI QIDQ5219680
Vijay V. Vazirani, Jugal Garg, Ruta Mehta
Publication date: 12 March 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2017.0892
Analysis of algorithms and problem complexity (68Q25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Production theory, theory of the firm (91B38) Utility theory (91B16)
Related Items (3)
Consensus-Halving: Does It Ever Get Easier? ⋮ Computing equilibria for markets with constant returns production technologies ⋮ Consensus Halving for Sets of Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fixed points, Nash equilibria, and the existential theory of the reals
- Handbook of computable general equilibrium modeling. Volume 1A and 1B
- New complexity results about Nash equilibria
- Submodular flow problem with a nonseparable cost function
- Nash and correlated equilibria: Some complexity considerations
- A finite algorithm for the linear exchange model
- A convergent process of price adjustment and global Newton methods
- On the complexity of the parity argument and other inefficient proofs of existence
- General equilibrium and the theory of directed graphs
- Excess demand functions
- Non-cooperative games
- Market equilibrium under separable, piecewise-linear, concave utilities
- On the Complexity of Nash Equilibria and Other Fixed Points
- Consensus of Subjective Probabilities: The Pari-Mutuel Method
- Some Examples of Global Instability of the Competitive Equilibrium
- ETR-Completeness for Decision Versions of Multi-player (Symmetric) Nash Equilibria
- Market equilibrium via a primal--dual algorithm for a convex program
- Settling the complexity of computing two-player Nash equilibria
- Leontief economies encode nonzero sum two-player games
- Smoothed analysis of algorithms
- Spending Is Not Easier Than Trading: On the Computational Equivalence of Fisher and Arrow-Debreu Equilibria
- Solving integer minimum cost flows with separable convex cost objective polynomially
- Orientation in Complementary Pivot Algorithms
- Settling the complexity of Leontief and PLC exchange markets under exact and approximate equilibria
- Settling the Complexity of Arrow-Debreu Equilibria in Markets with Additively Separable Utilities
- The Complexity of Computing a Nash Equilibrium
- Nonseparable, Concave Utilities Are Easy---in a Perfect Price Discrimination Market Model
- Equilibrium Points of Bimatrix Games
- On Computability of Equilibria in Markets with Production
- A complementary pivot algorithm for markets under separable, piecewise-linear concave utilities
- Rank-1 bimatrix games
- A Polynomial Time Algorithm for Computing an Arrow–Debreu Market Equilibrium for Linear Utilities
- Nonlinear Programming
- Hard-to-Solve Bimatrix Games
- The complexity of non-monotone markets
- Bimatrix Equilibrium Points and Mathematical Programming
- The Approximation of Fixed Points of a Continuous Mapping
- Convex separable optimization is not much harder than linear optimization
- Existence of an Equilibrium for a Competitive Economy
- FSTTCS 2005: Foundations of Software Technology and Theoretical Computer Science
This page was built for publication: Substitution with Satiation: A New Class of Utility Functions and a Complementary Pivot Algorithm
