A simplex-like algorithm for Fisher markets

DOI10.1007/978-3-642-16170-4_3MaRDI QIDQ3162504zbMATH OpenOpenAlexFDO

Authors

Publication date 19 October 2010

Published in Algorithmic Game Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-16170-4_3

zbMATH Keywords

convex optimizationFisher market problemlinear utilitiessimplex-like pivoting algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24) Utility theory for games (91A30)

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• Towards polynomial simplex-like algorithms for market equilibria
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Cites work

• Algorithmic Game Theory
• Consensus of Subjective Probabilities: The Pari-Mutuel Method
• Improved algorithms for computing Fisher's market clearing prices
• Market equilibrium via a primal-dual algorithm for a convex program
• Nash equilibria in Fisher market
• On the complexity of equilibria

Cited in

(10)

• How to allocate goods in an online market?
• An improved implementation and analysis of the Diaz and O'Rourke algorithm for finding the Simpson point of a convex polygon
• Rationality and strongly polynomial solvability of Eisenberg-Gale markets with two agents
• Approximation of the Fisher Price index by using the Lloyd–Moulton index: Simulation study
• Nash equilibria in Fisher market
• Fisher markets with linear constraints: equilibrium properties and efficient distributed algorithms
• Towards polynomial simplex-like algorithms for market equilibria
• Infinite-Dimensional Fisher Markets and Tractable Fair Division
• Polyhedral complementarity on a simplex: search for fixed points of decreasing regular mappings
• An alternating algorithm for finding linear Arrow-Debreu market equilibria

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