Large-scale contextual market equilibrium computation through deep learning

DOI10.1007/978-981-96-8312-3_27MaRDI QIDQ6897262zbMATH OpenFDO

Authors Yunxuan Ma, Yide Bian, Hao Xu, Weitao Yang, Jingshu Zhao, Zhijian Duan, Feng Wang, Xiaotie Deng

Publication date 20 November 2025

Full work available at URL https://doi.org/10.1007/978-981-96-8312-3_27

zbMATH Keywords

contextual marketequilibrium measuremachine learningmarket equilibriumneural networks

Mathematics Subject Classification ID

Algorithms in computer science (68Wxx)

Cites work

• Algorithmic Game Theory
• Algorithms, games, and the internet
• Approximating equilibrium under constrained piecewise linear concave utilities with applications to matching markets
• Backpropagation and stochastic gradient descent method
• Consensus of Subjective Probabilities: The Pari-Mutuel Method
• Existence of an Equilibrium for a Competitive Economy
• Fisher markets with linear constraints: equilibrium properties and efficient distributed algorithms
• scientific article; zbMATH DE number 5485470 (Why is no real title available?)
• scientific article; zbMATH DE number 5485543 (Why is no real title available?)
• Large-scale machine learning with stochastic gradient descent
• Market equilibrium under separable, piecewise-linear, concave utilities
• Microeconomic theory
• Multiplicative Pacing Equilibria in Auction Markets
• On the complexity of equilibria
• On the complexity of price equilibria
• Online Nash social welfare maximization with predictions
• Online Nash welfare maximization without predictions
• Proportional response dynamics in the Fisher market
• Settling the complexity of Leontief and PLC exchange markets under exact and approximate equilibria

This page was built for publication: Large-scale contextual market equilibrium computation through deep learning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6897262)