Exchange market equilibria with Leontief's utility: freedom of pricing leads to rationality
From MaRDI portal
Publication:883994
DOI10.1016/j.tcs.2007.02.016zbMath1130.91024OpenAlexW2116418649MaRDI QIDQ883994
Publication date: 13 June 2007
Published in: Theoretical Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.tcs.2007.02.016
Auctions, bargaining, bidding and selling, and other market models (91B26) Rationality and learning in game theory (91A26)
Related Items (11)
A smooth path-following algorithm for market equilibrium under a class of piecewise-smooth concave utilities ⋮ A Perfect Price Discrimination Market Model with Production, and a (Rational) Convex Program for It ⋮ Market equilibrium under piecewise Leontief concave utilities ⋮ A primal-dual algorithm for computing Fisher equilibrium in the absence of gross substitutability property ⋮ Atomic Leontievian Cournotian traders are always Walrasian ⋮ A FPTAS for computing a symmetric leontief competitive economy equilibrium ⋮ Competitive communication spectrum economy and equilibrium ⋮ The computation of approximate competitive equilibrium is PPAD-hard ⋮ Interior-point algorithms for a generalization of linear programming and weighted centring ⋮ Ascending-Price Algorithms for Unknown Markets ⋮ An interior-point path-following algorithm for computing a Leontief economy equilibrium
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new polynomial-time algorithm for linear programming
- A unified approach to interior point algorithms for linear complementarity problems: A summary
- A converging algorithm for a linear exchange model
- Extensions of Lemke's algorithm for the linear complementarity problem
- A finite algorithm for the linear exchange model
- On the complexity of price equilibria
- Consensus of Subjective Probabilities: The Pari-Mutuel Method
- Market equilibrium via a primal--dual algorithm for a convex program
- Finite solution of pure trade markets with Cobb-Douglas utilities
- Existence of Interior Points and Interior Paths in Nonlinear Monotone Complementarity Problems
- A Polynomial Time Algorithm for Computing an Arrow–Debreu Market Equilibrium for Linear Utilities
- Automata, Languages and Programming
- On the Alass of Complementary Cones and Lemke’s Algorithm
- Existence of an Equilibrium for a Competitive Economy
- Approximation, Randomization, and Combinatorial Optimization.. Algorithms and Techniques
This page was built for publication: Exchange market equilibria with Leontief's utility: freedom of pricing leads to rationality
