scientific article; zbMATH DE number 3487169

Publication date 1973

Probabilistic methods, stochastic differential equations (65C99) Convex programming (90C25) Cooperative games (91A12) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Fixed-point theorems (47H10) Trade models (91B60)

Cited in

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The (2 n+1−2)-ray algorithm: A new simplicial algorithm to compute economic equilibria
A limit theorem on the core
Constructing pure-exchange economies with many equilibria
On the complexity of an expanded Tarski's fixed point problem under the componentwise ordering
A unified beta pricing theory
Modern homotopy methods in optimization
Intermediate value theorem for simplices for simplicial approximation of fixed points and zeros
Multirate multicast service provisioning. II: A tâtonnement process for rate allocation
Computation of a large-scale competitive equilibrium through optimization
Cubical Sperner lemmas as applications of generalized complementary pivoting
Sperner's lemma and competitive equilibrium with incomplete financial markets
Taming the incomputable, reconstructing the nonconstructive and deciding the undecidable in mathematical economics
Extremum points of a convex function
How to allocate goods in an online market?
Combinatorial integer labeling theorems on finite sets with applications
On modeling and complete solutions to general fixpoint problems in multi-scale systems with applications
The complexity of computing a (quasi-)perfect equilibrium for an $n$-player extensive form game
Full maximum likelihood estimation of second-order autoregressive error models
Scalar labelings for homotopy paths
A new variable dimension simplicial algorithm for computing economic equilibria on $S^ n \times \mathbb{R}_ +^{m1}$
On the existence and computation of an equilibrium in an economy with constant returns to scale production
A fixed point algorithm with economic applications
Gauss-Newton methods for the complementarity problem
A constructive proof of a permutation-based generalization of Sperner's lemma
On economic equilibrium type problems with applications
Quadratically constrained quadratic programming: Some applications and a method for solution
An existence theorem for solutions tof(x) = 0
Piecewise linear methods for nonlinear equations and optimization
Introduction to the symposium: The discipline of applied general equilibrium
Bounded flatness in Q-triangulated regular n-simplexes
Power method tâtonnements for Cobb-Douglas economies
Complex spatial systems: Challenges for modellers
The computation of approximate competitive equilibrium is PPAD-hard
On the foundations of mathematical economics
A global Newton method to compute Nash equilibria.
Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
Path-breaking contributions of K. J. Arrow
A smooth path-following algorithm for market equilibrium under a class of piecewise-smooth concave utilities
A class of simplicial restart fixed point algorithms without an extra dimension
Some theorems on the core of a non-sidepayment game with a measure space of players
NE/SQP: A robust algorithm for the nonlinear complementarity problem
Comparative statics in markets for indivisible goods
Economic equilibrium problems in reflexive Banach spaces
Algorithms for finding connected separators between antipodal points
Simulated annealing and its application to cobb-douglas economic model
General economic equilibrium and variational inequalities
THE COMPUTATION OF ECONOMIC EQUILIBRIA: A JOINT MAXIMIZATION APPROACH
A restart algorithm for computing fixed points without an extra dimension
On the Knaster-Kuratowski-Mazurkiewicz-Shapley theorem
A note on computing equilibria in economies with activity analysis models of production
A complementary pivot algorithm for market equilibrium under separable, piecewise-linear concave utilities
Exchange price equilibria and variational inequalities
Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints
Global convergence of the stochastic tâtonnement process
Algorithmic foundations of computable general equilibrium theory
The computation of urban land use equilibria
A mathematical programming approach for determining oligopolistic market equilibrium
The strategic exploitation of limited information and opportunity in networked markets
Monomial ideals and the Scarf complex for coherent systems in reliability theory.
A reduction method for variational inequalities
Simplicial algorithms for computing stationary probabilities of stochastic matrices
Application of primitive sets to multi-criteria optimization problems
Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games
Variational inequality type formulations of general market equilibrium problems with local information
A continuity property for local price adjustment mechanisms
Nonuniqueness of solutions in applied general equilibrium models with scale economies and imperfect competition
Application of Canonical Duality Theory to Fixed Point Problem
A variable dimension algorithm for the linear complementarity problem
Inexact-Newton methods for semismooth systems of equations with block-angular structure
The transition from a Drèze equilibrium to a Walrasian equilibrium
Complementarity enhanced Nash's mappings and differentiable homotopy methods to select perfect equilibria
Test sets for integer programs
Notes on computation of Kakutani fixed points
A generalization of a theorem of Ky Fan on simplicial maps
$J'$: A New Triangulation of $R^n $
General equilibrium models and homotopy methods
Equilibria, fixed points, and complexity classes
A primal-dual algorithm for computing Fisher equilibrium in the absence of gross substitutability property
On a parameterized system of nonlinear equations with economic applications
On constructions related to the generalized Taylor complex
Solving non-monotone equilibrium problems via a DIRECT-type approach
A variant of Harsanyi's tracing procedures to select a perfect equilibrium in normal form games
On the parametric linear complementarity problem: A generalized solution procedure
Equilibrium adjustment of disequilibrium prices
Existence of efficient envy-free allocations of a heterogeneous divisible commodity with nonadditive utilities
Dushnik-Miller dimension of stair contact complexes
Splitting-type method for systems of variational inequalities
An algorithm for computing equilibria in a linear monetary economy
A direct proof of the Gale-Nikaido-Debreu lemma using Sperner's lemma
Intersection theorems with a continuum of intersection points
Equilibria and efficiency in the fixprice setting
Some quasi-globally stable processes of price adjustment
Equilibrium under price controls with endogenous transactions costs
A convergent process of price adjustment and global Newton methods
Exponential lower bounds for finding Brouwer fixed points
Computing Nash equilibria by iterated polymatrix approximation
Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
A nonsmooth Newton method for variational inequalities. II: Numerical results
Face posets of tropical polyhedra and monomial ideals
An algorithm for a piecewise linear model of trade and production with negative prices and bankruptcy

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