On Equilibrium Pricing as Convex Optimization

DOI10.4208/JCM.1003-M0001MaRDI QIDQ3110354zbMATH OpenOpenAlexFDO

Authors Lihua Chen, Yinyu Ye, Jiawei Zhang

Publication date 27 January 2012

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/jcm.1003-m0001

zbMATH Keywords

competitive economy equilibriumconvex optimizationnon-homogeneous utility

Mathematics Subject Classification ID

Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51) General equilibrium theory (91B50)

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Cited in

(20)

• Computation of Fisher-Gale equilibrium by auction
• Non-linear pricing by convex duality
• A path to the Arrow-Debreu competitive market equilibrium
• Counteracting inequality in markets via convex pricing
• A perfect price discrimination market model with production, and a rational convex program for it
• Market equilibria for homothetic, quasi-concave utilities and economies of scale in production
• AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
• A simplex-like algorithm for Fisher markets
• A perfect price discrimination market model with production, and a (rational) convex program for it
• Interior point algorithm for the competitive market equilibrium problems
• Computation of market equilibria by convex programming
• scientific article; zbMATH DE number 5525557 (Why is no real title available?)
• Tatonnement Procedures for Linearly Constrained Convex Optimization
• scientific article; zbMATH DE number 2159423 (Why is no real title available?)
• Equilibrium Pricing Under Relative Performance Concerns
• Optimal Strategies and Utility-Based Prices Converge When Agents’ Preferences Do
• Infinite-Dimensional Fisher Markets and Tractable Fair Division
• Investigation of Nash equilibrium existence involving complementarity-constrained pricing models
• Convexity, convolution and competitive equilibrium
• Convergence of iterative tâtonnement without price normalization

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