An interior-point algorithm for computing equilibria in economies with incomplete asset markets (Q844604): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Mercedes Esteban-Bravo / rank
Normal rank
 
Property / author
 
Property / author: Mercedes Esteban-Bravo / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2159644524 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A primal–dual interior point algorithm with an exact and differentiable merit function for nonlinear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4209222 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Zeros of Sections of Vector Bundles Using Homotopies and Relocalization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Equilibria when Asset Markets are Incomplete / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing equilibria of GEI by relocalization on a Grassmann manifold / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium in incomplete markets. I: A basic model of generic existence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing equilibria in general equilibrium models via interior-point methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3657778 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the optimality of equilibrium when the market structure is incomplete / rank
 
Normal rank
Property / cites work
 
Property / cites work: Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Equilibria in Finance Economies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computable general equilibrium with financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing equilibria in stochastic finance economies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4389633 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing equilibria in the general equilibrium model with incomplete asset markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: A globally convergent primal-dual interior point method for constrained optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of Globally Convergent Probability-One Homotopies for Nonlinear Programming / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 10:07, 2 July 2024

scientific article
Language Label Description Also known as
English
An interior-point algorithm for computing equilibria in economies with incomplete asset markets
scientific article

    Statements

    An interior-point algorithm for computing equilibria in economies with incomplete asset markets (English)
    0 references
    19 January 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    general equilibrium
    0 references
    incomplete markets
    0 references
    computation of equilibria
    0 references
    interior point methods
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references