Exchange market equilibria with Leontief's utility: freedom of pricing leads to rationality

DOI10.1016/j.tcs.2007.02.016zbMath1130.91024OpenAlexW2116418649MaRDI QIDQ883994

Yinyu Ye

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

zbMATH Keywords

general equilibriumexchange economycomplexity boundLeontief linear programming

Mathematics Subject Classification ID

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

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