Computation of Fisher-Gale equilibrium by auction

DOI10.1007/s40305-018-0195-5zbMath1416.91139OpenAlexW1725699329MaRDI QIDQ1656189

Vladimir Shikhman, Yu. E. Nesterov

Publication date: 10 August 2018

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-018-0195-5

zbMATH Keywords

convex optimizationgeneral equilibriumauctiontatonnementcomputation of equilibriumconsumers pricesFisher-Gale equilibrium

Mathematics Subject Classification ID

Convex programming (90C25) Utility theory (91B16) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Related Items (5)

Multiplicative Pacing Equilibria in Auction Markets ⋮ Algorithmic Principle of Least Revenue for Finding Market Equilibria ⋮ Fisher markets with linear constraints: equilibrium properties and efficient distributed algorithms ⋮ Unnamed Item ⋮ Computing Large Market Equilibria Using Abstractions

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