Proportional response dynamics in the Fisher market (Q541676): Difference between revisions

A dynamic process where budget allocations are proportional to the current good utilities is considered for the Fisher market. It is supposed that the utilities have constant elasticity of substitution. The author establishes convergence of the process to an equilibrium and evaluates its rate of convergence.

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reviewed by

Igor V. Konnov

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Mathematics Subject Classification ID

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Fisher market

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proportional dynamics

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equilibrium

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convergence

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author

L. Zhang

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.tcs.2010.06.021

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OpenAlex ID

W2118846912

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cites work

On the Stability of the Competitive Equilibrium, II

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On the Stability of the Competitive Equilibrium, I

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Competitive Stability under Weak Gross Substitutability: The "Euclidean Distance" Approach

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Market equilibrium via the excess demand function

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Q2921655

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Q3549715

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Q4023085

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On the complexity of price equilibria

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Market equilibrium via a primal--dual algorithm for a convex program

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Consensus of Subjective Probabilities: The Pari-Mutuel Method

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Adaptive game playing using multiplicative weights

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Q4223194

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A Polynomial Time Algorithm for Computing an Arrow–Debreu Market Equilibrium for Linear Utilities

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Approximation, Randomization, and Combinatorial Optimization.. Algorithms and Techniques

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Q3549634

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Consensus of Subjective Probabilities: A Convergence Theorem

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Q3549632

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A path to the Arrow-Debreu competitive market equilibrium

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Sitelinks

Mathematics(1 entry)

mardi Publication:541676

@@ Property / author @@
-L. Zhang
@@ Property / author: L. Zhang / rank @@
-Normal rank
@@ Property / author @@
-L. Zhang
@@ Property / author: L. Zhang / rank @@
-Normal rank
@@ Property / author @@
+L. Zhang
@@ Property / author: L. Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.tcs.2010.06.021
+Normal rank
@@ Property / OpenAlex ID @@
+W2118846912
@@ Property / OpenAlex ID: W2118846912 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Stability of the Competitive Equilibrium, II
+Normal rank
@@ Property / cites work @@
+On the Stability of the Competitive Equilibrium, I
+Normal rank
@@ Property / cites work @@
+Competitive Stability under Weak Gross Substitutability: The "Euclidean Distance" Approach
+Normal rank
@@ Property / cites work @@
+Market equilibrium via the excess demand function
@@ Property / cites work: Market equilibrium via the excess demand function / rank @@
+Normal rank
@@ Property / cites work @@
+Q2921655
@@ Property / cites work: Q2921655 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3549715
@@ Property / cites work: Q3549715 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4023085
@@ Property / cites work: Q4023085 / rank @@
+Normal rank
@@ Property / cites work @@
+On the complexity of price equilibria
@@ Property / cites work: On the complexity of price equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+Market equilibrium via a primal--dual algorithm for a convex program
+Normal rank
@@ Property / cites work @@
+Consensus of Subjective Probabilities: The Pari-Mutuel Method
+Normal rank
@@ Property / cites work @@
+Adaptive game playing using multiplicative weights
+Normal rank
@@ Property / cites work @@
+Q4223194
@@ Property / cites work: Q4223194 / rank @@
+Normal rank
@@ Property / cites work @@
+A Polynomial Time Algorithm for Computing an Arrow–Debreu Market Equilibrium for Linear Utilities
+Normal rank
@@ Property / cites work @@
+Approximation, Randomization, and Combinatorial Optimization.. Algorithms and Techniques
+Normal rank
@@ Property / cites work @@
+Q3549634
@@ Property / cites work: Q3549634 / rank @@
+Normal rank
@@ Property / cites work @@
+Consensus of Subjective Probabilities: A Convergence Theorem
+Normal rank
@@ Property / cites work @@
+Q3549632
@@ Property / cites work: Q3549632 / rank @@
+Normal rank
@@ Property / cites work @@
+A path to the Arrow-Debreu competitive market equilibrium
+Normal rank