scientific article; zbMATH DE number 3831632
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Publication:3037073
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(16)- Computation of a large-scale competitive equilibrium through optimization
- On characterizing equilibria of economies with externalities and taxes as solutions to optimization problems
- On the role of computation in economic theory
- Application of M-convex submodular flow problem to mathematical economics
- On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
- Computational experience with general equilibrium problems
- Existence of competitive equilibrium when incomes may be zero
- Almost envy-free allocations with connected bundles
- Solving non-monotone equilibrium problems via a DIRECT-type approach
- A direct proof of the Gale-Nikaido-Debreu lemma using Sperner's lemma
- Algorithmic foundations of computable general equilibrium theory
- Pareto optimality and existence of quasi-equilibrium in exchange economies with an indefinite future
- A dynamical Huff model: computing the competitive equilibrium distribution of shop floor areas over a city center commercial district using a fixed-point algorithm
- Sperner's lemma and competitive equilibrium with incomplete financial markets
- Hartman-Stampacchia theorems, Gale-Nikaidô-Debreu lemma, and Brouwer and Kakutani fixed-point theorems
- Combinatorial analogs of Brouwer's fixed-point theorem on a bounded polyhedron
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