Market equilibrium via a primal-dual algorithm for a convex program
DOI10.1145/1411509.1411512zbMATH Open1325.91024OpenAlexW2118008360MaRDI QIDQ3452188FDOQ3452188
Authors: Nikhil R. Devanur, Amin Saberi, Vijay V. Vazirani, Christos Papadimitriou
Publication date: 11 November 2015
Published in: Journal of the ACM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/1411509.1411512
Recommendations
- A Polynomial Time Algorithm for Computing an Arrow–Debreu Market Equilibrium for Linear Utilities
- Combinatorial algorithms for market equilibria
- A simple and efficient algorithm for computing market equilibria
- Computation of market equilibria by convex programming
- Auction Algorithms for Market Equilibrium
Convex programming (90C25) Analysis of algorithms and problem complexity (68Q25) Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24)
Cited In (57)
- Fisher markets with linear constraints: equilibrium properties and efficient distributed algorithms
- Connection of two approaches to the Fisher model
- Tight incentive analysis of Sybil attacks against the market equilibrium of resource exchange over general networks
- Ratio-balanced maximum flows
- Polyhedral complementarity on a simplex. Potentiality of regular mappings
- Approximating the Nash Social Welfare with Indivisible Items
- How to allocate goods in an online market?
- A new conjugate gradient hard thresholding pursuit algorithm for sparse signal recovery
- On competitiveness in uniform utility allocation markets
- A perfect price discrimination market model with production, and a (rational) convex program for it
- A note on balanced flows in equality networks
- Rapidly Solving an Online Sequence of Maximum Flow Problems with Extensions to Computing Robust Minimum Cuts
- Combinatorial algorithms for general linear Arrow-Debreu markets
- How to allocate goods in an online market?
- 2-player Nash and nonsymmetric bargaining games: algorithms and structural properties
- Parametric algorithm for a linear exchange model with spending constraints
- Substitution with satiation: a new class of utility functions and a complementary pivot algorithm
- Improved balanced flow computation using parametric flow
- A smooth path-following algorithm for market equilibrium under a class of piecewise-smooth concave utilities
- Distributed price adjustment based on convex analysis
- Algorithmic principle of least revenue for finding market equilibria
- On the implementation of combinatorial algorithms for the linear exchange market
- A complementary pivot algorithm for market equilibrium under separable, piecewise-linear concave utilities
- Rationality and strongly polynomial solvability of Eisenberg-Gale markets with two agents
- Fair resource allocation in a volatile marketplace
- On Equilibrium Pricing as Convex Optimization
- Combinatorial algorithms for market equilibria
- Nash equilibria in Fisher market
- Computation of market equilibria by convex programming
- Amortized Analysis of Asynchronous Price Dynamics
- A Truthful Mechanism for Offline Ad Slot Scheduling
- A primal-dual algorithm for computing Fisher equilibrium in the absence of gross substitutability property
- A consumer-theoretic characterization of Fisher market equilibria
- Fair Division of Indivisible Goods for a Class of Concave Valuations
- Towards polynomial simplex-like algorithms for market equilibria
- Eisenberg-Gale markets: algorithms and game-theoretic properties
- A perfect price discrimination market model with production, and a rational convex program for it
- Polyhedral complementarity on a simplex: search for fixed points of decreasing regular mappings
- Ascending-price algorithms for unknown markets
- The notion of a rational convex program, and an algorithm for the Arrow-Debreu Nash bargaining game
- When dividing mixed manna is easier than dividing goods: competitive equilibria with a constant number of chores
- Incentive ratio: a game theoretical analysis of market equilibria
- Computing Market Equilibria with Price Regulations Using Mathematical Programming
- Computation of Fisher-Gale equilibrium by auction
- A simplex-like algorithm for Fisher markets
- Monotonicity and competitive equilibrium in cake-cutting
- An alternating algorithm for finding linear Arrow-Debreu market equilibria
- A primal-dual algorithm for the computation of market equilibrium with logarithmic utility functions
- Exchange market equilibria with Leontief's utility: freedom of pricing leads to rationality
- Markets for efficient public good allocation with social distancing
- Market exchange models and geometric programming
- A strongly polynomial algorithm for a class of minimum-cost flow problems with separable convex objectives
- Proportional response dynamics in the Fisher market
- Improved algorithms for computing Fisher's market clearing prices
- Tatonnement beyond gross substitutes? Gradient descent to the rescue
- Interior point algorithm for the competitive market equilibrium problems
- Optimization and operations research in mitigation of a pandemic
This page was built for publication: Market equilibrium via a primal-dual algorithm for a convex program
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3452188)