Computation of market equilibria by convex programming

MaRDI QIDQ3524715zbMATH OpenFDO

Authors Bruno Codenotti, Kasturi Varadarajan

Publication date 12 September 2008

Mathematics Subject Classification ID

Convex programming (90C25) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

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Cited in

(18)

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• Blocks of coordinates, stochastic programming, and markets
• On computer-aided solving differential equations and stability study of markets
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• Algorithmic principle of least revenue for finding market equilibria
• A perfect price discrimination market model with production, and a (rational) convex program for it
• Market equilibrium via a primal-dual algorithm for a convex program
• Computing Market Equilibria with Price Regulations Using Mathematical Programming
• Tatonnement Procedures for Linearly Constrained Convex Optimization
• Ascending-price algorithms for unknown markets
• Computing large market equilibria using abstractions
• Substitution with satiation: a new class of utility functions and a complementary pivot algorithm
• Order books, markets and convex analysis
• Algorithmic Applications in Management
• Fisher markets with linear constraints: equilibrium properties and efficient distributed algorithms
• Coordinating charitable donations with Leontief preferences
• Introduction to convex optimization in financial markets
• The computation of quantity-constrained equilibria by virtual taxes

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